+483.7%
APLD vs LPLA
+77.7%
+406.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +8.9% |
| 7D | +16.6% | -2.1% | +18.6% | +17.9% |
| 30D | -3.1% | -3.3% | +0.2% | -1.5% |
| 3M | -30.9% | +23.5% | -54.4% | -40.2% |
| 6M | +12.6% | +12.0% | +0.6% | +2.2% |
| YTD | +15.5% | -1.7% | +17.1% | +14.4% |
| 1Y | +103.5% | +3.2% | +100.3% | +94.5% |
| 3Y | +446.5% | +46.2% | +400.3% | +317.5% |
| All | +483.7% | +77.7% | +406.0% | +173.1% |
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 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