+1,055.9%
APH vs LPLA
+1,257.9%
-202.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.0% | -3.1% | +8.0% | +6.0% |
| 30D | -3.9% | -0.1% | -3.8% | -4.0% |
| 3M | +13.0% | +23.2% | -10.3% | +4.9% |
| 6M | +25.2% | +15.5% | +9.6% | +18.0% |
| YTD | +22.9% | +0.9% | +22.0% | +20.7% |
| 1Y | +47.8% | +0.2% | +47.7% | +44.8% |
| 3Y | +283.0% | +55.2% | +227.8% | +218.7% |
| 5Y | +349.7% | +145.4% | +204.2% | +206.0% |
| All | +1,055.9% | +1,257.9% | -202.0% | +417.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling