+407.1%
APLD vs LPLA
+46.5%
+360.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.6% |
| 7D | +0.2% | -1.5% | +1.7% | +0.9% |
| 30D | -15.2% | -6.0% | -9.2% | -12.8% |
| 3M | -36.3% | +24.0% | -60.3% | -43.4% |
| 6M | -7.4% | +17.0% | -24.4% | -15.9% |
| YTD | +7.7% | -0.7% | +8.4% | +7.5% |
| 1Y | +53.8% | +2.1% | +51.7% | +51.5% |
| 3Y | +407.1% | +48.7% | +358.4% | +431.4% |
| All | +407.1% | +46.5% | +360.6% | +431.4% |
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