-18.2%
APTV vs LPLA
+1,226.8%
-1,244.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.0% |
| 7D | -1.8% | -3.7% | +1.9% | +0.1% |
| 30D | -7.9% | -6.4% | -1.5% | -4.9% |
| 3M | -29.9% | +20.2% | -50.1% | -36.3% |
| 6M | -36.6% | +12.8% | -49.4% | -41.1% |
| YTD | -40.0% | -2.5% | -37.5% | -40.5% |
| 1Y | -44.0% | +1.9% | -46.0% | -46.3% |
| 3Y | -54.5% | +45.0% | -99.5% | -66.4% |
| 5Y | -68.8% | +146.6% | -215.4% | -84.2% |
| All | -18.2% | +1,226.8% | -1,244.9% | -76.7% |
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