-46.5%
APLD vs LPLA
-16.5%
-30.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.6% | -11.4% | -7.9% |
| 7D | -18.5% | +15.7% | -34.2% | -22.1% |
| 30D | -32.8% | -6.2% | -26.6% | -31.1% |
| 3M | -46.9% | -12.0% | -34.9% | -44.2% |
| 6M | -53.4% | -2.7% | -50.6% | -52.9% |
| YTD | -32.3% | -12.5% | -19.7% | -26.5% |
| 1Y | -46.5% | -16.5% | -30.0% | -35.1% |
| All | -46.5% | -16.5% | -30.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling