+871.6%
APH vs LPLA
+860.0%
+11.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.7% |
| 7D | -5.9% | +4.1% | -10.1% | -7.3% |
| 30D | -14.8% | -9.0% | -5.8% | -12.9% |
| 3M | -12.4% | -17.6% | +5.2% | -7.8% |
| 6M | +8.1% | -8.8% | +16.9% | +9.3% |
| YTD | +10.9% | -17.0% | +28.0% | +14.8% |
| 1Y | +8.8% | -20.4% | +29.2% | +14.2% |
| 3Y | +262.1% | +35.4% | +226.6% | +210.8% |
| 5Y | +283.1% | +79.7% | +203.4% | +184.8% |
| All | +871.6% | +860.0% | +11.5% | +375.7% |
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