-14.9%
HAL vs LPLA
+758.1%
-772.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.1% | -0.9% | +7.0% | +6.5% |
| 30D | +2.9% | -9.5% | +12.4% | +7.0% |
| 3M | +3.3% | -21.9% | +25.2% | +16.5% |
| 6M | -16.9% | -2.6% | -14.3% | -18.8% |
| YTD | +21.2% | -17.8% | +39.0% | +28.0% |
| 1Y | +27.5% | -21.2% | +48.7% | +38.0% |
| 3Y | -6.4% | +30.6% | -37.1% | -32.2% |
| 5Y | +58.0% | +81.3% | -23.3% | -17.0% |
| All | -14.9% | +758.1% | -772.9% | -78.8% |
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