+270.9%
APH vs LPLA
+29.4%
+241.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +4.9% | -0.9% | +5.8% | +5.2% |
| 30D | -5.4% | -9.5% | +4.1% | -3.4% |
| 3M | -5.5% | -21.9% | +16.4% | +0.6% |
| 6M | +25.9% | -2.6% | +28.5% | +24.4% |
| YTD | +16.4% | -17.8% | +34.2% | +20.8% |
| 1Y | +16.5% | -21.2% | +37.7% | +22.7% |
| 3Y | +270.9% | +30.6% | +240.2% | +253.9% |
| All | +270.9% | +29.4% | +241.5% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling