+471.3%
APD vs LPLA
+1,060.6%
-589.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -3.7% | +4.1% | -7.8% | -4.6% |
| 30D | +9.6% | -9.0% | +18.6% | +11.5% |
| 3M | +1.6% | -17.6% | +19.3% | +5.6% |
| 6M | +2.2% | -8.8% | +11.0% | +3.3% |
| YTD | +25.9% | -17.0% | +42.9% | +29.0% |
| 1Y | +20.1% | -20.4% | +40.6% | +24.3% |
| 3Y | +12.4% | +35.4% | -23.0% | -0.7% |
| 5Y | +11.1% | +79.7% | -68.6% | -11.3% |
| 10Y | +190.1% | +915.0% | -724.8% | +44.8% |
| All | +471.3% | +1,060.6% | -589.3% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling