+443.7%
APLD vs LPLA
+82.3%
+361.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +4.1% | -3.1% | +7.1% | +6.1% |
| 30D | -11.7% | -0.1% | -11.6% | -11.9% |
| 3M | -40.3% | +23.2% | -63.5% | -48.1% |
| 6M | -8.0% | +15.5% | -23.5% | -17.9% |
| YTD | +7.5% | +0.9% | +6.7% | +5.1% |
| 1Y | +84.0% | +0.2% | +83.9% | +79.7% |
| 3Y | +356.2% | +55.2% | +301.0% | +233.8% |
| All | +443.7% | +82.3% | +361.4% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling