+7.4%
HAL vs LPLA
+1,198.0%
-1,190.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | +10.9% | -6.0% | +16.9% | +14.6% |
| 3M | -5.8% | +21.4% | -27.2% | -17.0% |
| 6M | +8.1% | +12.1% | -4.0% | -1.4% |
| YTD | +33.2% | -1.8% | +35.0% | +29.7% |
| 1Y | +74.2% | +3.2% | +71.0% | +62.6% |
| 3Y | -3.7% | +45.9% | -49.6% | -32.5% |
| 5Y | +111.9% | +144.7% | -32.8% | -4.8% |
| 10Y | +7.4% | +1,222.4% | -1,215.1% | -76.6% |
| All | +7.4% | +1,198.0% | -1,190.6% | -76.6% |
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