+189.2%
HAS vs LPLA
+36.1%
+153.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -0.2% | +4.1% | -4.3% | -0.7% |
| 30D | +31.0% | -9.0% | +40.0% | +32.5% |
| 3M | +30.7% | -17.6% | +48.3% | +33.8% |
| 6M | +23.9% | -8.8% | +32.7% | +25.1% |
| YTD | +48.3% | -17.0% | +65.3% | +50.4% |
| 1Y | +60.2% | -20.4% | +80.6% | +63.5% |
| 3Y | +189.2% | +35.4% | +153.8% | +191.2% |
| All | +189.2% | +36.1% | +153.1% | +191.2% |
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