-13.7%
HAL vs LPLA
+36.1%
-49.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -12.0% | +4.1% | -16.1% | -13.0% |
| 30D | +0.3% | -9.0% | +9.3% | +2.3% |
| 3M | -1.6% | -17.6% | +16.0% | +3.1% |
| 6M | -20.5% | -8.8% | -11.7% | -19.5% |
| YTD | +14.2% | -17.0% | +31.3% | +18.3% |
| 1Y | +18.9% | -20.4% | +39.3% | +24.9% |
| 3Y | -13.7% | +35.4% | -49.2% | -23.2% |
| All | -13.7% | +36.1% | -49.8% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling