+29.2%
HAL vs LPLA
+1,311.2%
-1,282.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +2.9% | -3.1% | +6.0% | +4.5% |
| 30D | +17.0% | -0.1% | +17.1% | +16.9% |
| 3M | -9.7% | +23.2% | -32.9% | -19.7% |
| 6M | +8.6% | +15.5% | -6.9% | -1.3% |
| YTD | +33.0% | +0.9% | +32.1% | +28.3% |
| 1Y | +68.3% | +0.2% | +68.2% | +61.3% |
| 3Y | +0.1% | +55.2% | -55.1% | -27.8% |
| 5Y | +102.6% | +145.4% | -42.8% | +7.6% |
| 10Y | +3.8% | +1,229.7% | -1,225.8% | -73.4% |
| All | +29.2% | +1,311.2% | -1,282.0% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling