+12.9%
HAS vs LPLA
+145.4%
-132.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.3% |
| 30D | +2.3% | -0.1% | +2.3% | +2.2% |
| 3M | +10.4% | +23.2% | -12.9% | +6.3% |
| 6M | -3.2% | +15.5% | -18.8% | -6.0% |
| YTD | +15.4% | +0.9% | +14.5% | +14.2% |
| 1Y | +18.8% | +0.2% | +18.6% | +17.4% |
| 3Y | +43.9% | +55.2% | -11.3% | +29.7% |
| All | +12.9% | +145.4% | -132.5% | -16.4% |
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 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