-16.8%
HAL vs LPLA
+797.0%
-813.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +4.6% |
| 7D | -0.2% | -3.2% | +3.0% | +1.5% |
| 30D | +1.0% | -8.6% | +9.6% | +4.5% |
| 3M | -2.1% | -18.7% | +16.6% | +7.8% |
| 6M | -17.5% | +4.5% | -22.0% | -22.6% |
| YTD | +18.1% | -15.3% | +33.4% | +22.7% |
| 1Y | +19.7% | -19.9% | +39.6% | +28.5% |
| 3Y | -7.9% | +33.4% | -41.3% | -33.9% |
| 5Y | +53.1% | +87.4% | -34.3% | -21.0% |
| 10Y | -16.8% | +800.4% | -817.2% | -79.6% |
| All | -16.8% | +797.0% | -813.8% | -79.6% |
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