+220.6%
APLD vs LPLA
+49.9%
+170.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.7% |
| 7D | -12.7% | +4.1% | -16.9% | -15.0% |
| 30D | -34.7% | -9.0% | -25.7% | -32.4% |
| 3M | -46.1% | -17.6% | -28.5% | -41.4% |
| 6M | -64.9% | -8.8% | -56.0% | -64.5% |
| YTD | -36.6% | -17.0% | -19.6% | -32.3% |
| 1Y | -50.0% | -20.4% | -29.6% | -44.7% |
| 3Y | +190.1% | +35.4% | +154.7% | +120.5% |
| All | +220.6% | +49.9% | +170.7% | +61.6% |
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