+292.6%
APP vs LPLA
+78.4%
+214.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.7% |
| 7D | +71.2% | +4.1% | +67.1% | +67.0% |
| 30D | +39.1% | -9.0% | +48.1% | +43.5% |
| 3M | +16.5% | -17.6% | +34.2% | +25.7% |
| 6M | -16.6% | -8.8% | -7.7% | -15.6% |
| YTD | -41.9% | -17.0% | -24.9% | -38.9% |
| 1Y | -37.0% | -20.4% | -16.6% | -32.2% |
| 3Y | +892.4% | +35.4% | +857.0% | +734.0% |
| All | +292.6% | +78.4% | +214.2% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling