+100.5%
HAS vs LPLA
+902.8%
-802.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -0.2% | +4.1% | -4.3% | -1.3% |
| 30D | +31.0% | -9.0% | +40.0% | +33.8% |
| 3M | +30.7% | -17.6% | +48.3% | +36.9% |
| 6M | +23.9% | -8.8% | +32.7% | +25.6% |
| YTD | +48.3% | -17.0% | +65.3% | +53.0% |
| 1Y | +60.2% | -20.4% | +80.6% | +67.1% |
| 3Y | +189.2% | +35.4% | +153.8% | +148.4% |
| 5Y | +50.4% | +79.7% | -29.3% | +11.6% |
| All | +100.5% | +902.8% | -802.3% | -5.1% |
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