+330.2%
APLD vs LPLA
+29.3%
+300.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.2% |
| 7D | +19.6% | -2.8% | +22.4% | +20.8% |
| 30D | -24.5% | -10.2% | -14.3% | -21.9% |
| 3M | -45.6% | -22.3% | -23.3% | -40.2% |
| 6M | -61.4% | -0.5% | -60.9% | -62.7% |
| YTD | -30.9% | -17.9% | -13.0% | -26.1% |
| 1Y | -35.8% | -22.0% | -13.8% | -29.3% |
| All | +330.2% | +29.3% | +300.9% | +402.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling