+391.7%
APP vs LPLA
+148.3%
+243.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +0.9% | -3.1% | +3.9% | +2.3% |
| 30D | -23.3% | -0.1% | -23.2% | -23.4% |
| 3M | -42.6% | +23.2% | -65.9% | -48.6% |
| 6M | -33.6% | +15.5% | -49.1% | -39.3% |
| YTD | -52.4% | +0.9% | -53.3% | -53.7% |
| 1Y | -35.9% | +0.2% | -36.0% | -37.6% |
| 3Y | +642.2% | +55.2% | +587.0% | +500.6% |
| 5Y | +311.1% | +145.4% | +165.6% | +161.8% |
| All | +391.7% | +148.3% | +243.3% | +217.4% |
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 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