+47.7%
HAS vs LPLA
+80.3%
-32.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +26.3% | -9.5% | +35.8% | +28.1% |
| 3M | +25.6% | -21.9% | +47.5% | +30.6% |
| 6M | +30.3% | -2.6% | +32.9% | +30.1% |
| YTD | +50.4% | -17.8% | +68.2% | +53.6% |
| 1Y | +57.7% | -21.2% | +78.9% | +62.3% |
| 3Y | +213.4% | +30.6% | +182.7% | +189.7% |
| All | +47.7% | +80.3% | -32.6% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling