+282.2%
APH vs LPLA
+78.4%
+203.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | -5.9% | +4.1% | -10.1% | -7.1% |
| 30D | -14.8% | -9.0% | -5.8% | -13.1% |
| 3M | -12.4% | -17.6% | +5.2% | -8.3% |
| 6M | +8.1% | -8.8% | +16.9% | +9.2% |
| YTD | +10.9% | -17.0% | +28.0% | +14.6% |
| 1Y | +8.8% | -20.4% | +29.2% | +13.8% |
| 3Y | +262.1% | +35.4% | +226.6% | +221.1% |
| All | +282.2% | +78.4% | +203.7% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling