-28.3%
APTV vs LPLA
+758.1%
-786.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.3% |
| 30D | -11.6% | -9.5% | -2.1% | -8.0% |
| 3M | -21.2% | -21.9% | +0.7% | -12.1% |
| 6M | -28.5% | -2.6% | -25.9% | -29.3% |
| YTD | -49.1% | -17.8% | -31.3% | -45.8% |
| 1Y | -52.2% | -21.2% | -31.0% | -48.1% |
| 3Y | -48.6% | +30.6% | -79.3% | -61.2% |
| 5Y | -77.3% | +81.3% | -158.6% | -86.9% |
| All | -28.3% | +758.1% | -786.4% | -80.9% |
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