-55.4%
APP vs LPLA
-16.5%
-38.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.0% | +9.5% |
| 7D | +4.5% | +15.7% | -11.2% | +0.9% |
| 30D | -3.6% | -6.2% | +2.6% | -2.2% |
| 3M | -35.3% | -12.0% | -23.3% | -33.4% |
| 6M | -42.8% | -2.7% | -40.0% | -42.4% |
| YTD | -59.7% | -12.5% | -47.1% | -59.6% |
| 1Y | -55.4% | -16.5% | -38.8% | -53.1% |
| All | -55.4% | -16.5% | -38.9% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling