+528.8%
APP vs LPLA
+111.1%
+417.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +3.3% |
| 7D | +79.2% | +2.3% | +76.9% | +76.7% |
| 30D | +48.0% | -7.7% | +55.7% | +51.7% |
| 3M | +18.2% | -15.7% | +33.9% | +25.9% |
| 6M | -12.5% | +0.8% | -13.3% | -15.6% |
| YTD | -39.2% | -14.2% | -24.9% | -37.0% |
| 1Y | -33.9% | -17.9% | -16.0% | -29.9% |
| 3Y | +933.3% | +36.1% | +897.2% | +778.8% |
| 5Y | +295.9% | +90.3% | +205.5% | +171.8% |
| All | +528.8% | +111.1% | +417.7% | +331.5% |
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