+1,303.1%
APH vs LPLA
+1,311.2%
-8.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.9% | -44.9% | -46.9% |
| 7D | -48.7% | -0.5% | -48.2% | -48.2% |
| 30D | -51.9% | -0.1% | -51.9% | -51.6% |
| 3M | -43.6% | +23.2% | -66.8% | -46.9% |
| 6M | -37.5% | +15.5% | -53.1% | -40.4% |
| YTD | -38.6% | +0.9% | -39.5% | -39.2% |
| 1Y | -26.3% | +0.2% | -26.5% | -27.1% |
| 3Y | +89.2% | +55.2% | +34.0% | +60.7% |
| 5Y | +119.8% | +145.4% | -25.6% | +55.9% |
| 10Y | +454.3% | +1,229.7% | -775.4% | +130.3% |
| All | +1,303.1% | +1,311.2% | -8.2% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling