+951.3%
APH vs LPLA
+892.4%
+58.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.4% | +4.8% | +7.1% |
| 7D | +1.1% | +2.3% | -1.2% | +0.3% |
| 30D | -7.5% | -7.7% | +0.2% | -5.8% |
| 3M | -4.4% | -15.7% | +11.3% | -0.1% |
| 6M | +26.5% | +0.8% | +25.6% | +23.8% |
| YTD | +20.0% | -14.2% | +34.3% | +23.0% |
| 1Y | +16.9% | -17.9% | +34.8% | +21.5% |
| 3Y | +288.5% | +36.1% | +252.4% | +233.4% |
| 5Y | +310.3% | +90.3% | +220.0% | +199.3% |
| 10Y | +951.3% | +841.0% | +110.3% | +409.6% |
| All | +951.3% | +892.4% | +58.8% | +409.6% |
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