+227.5%
HAS vs LPLA
+1,311.2%
-1,083.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -1.1% |
| 30D | +2.3% | -0.1% | +2.3% | +2.2% |
| 3M | +10.4% | +23.2% | -12.9% | +4.4% |
| 6M | -3.2% | +15.5% | -18.8% | -7.3% |
| YTD | +15.4% | +0.9% | +14.5% | +13.7% |
| 1Y | +18.8% | +0.2% | +18.6% | +16.8% |
| 3Y | +43.9% | +55.2% | -11.3% | +22.9% |
| 5Y | +13.9% | +145.4% | -131.5% | -17.5% |
| 10Y | +56.4% | +1,229.7% | -1,173.2% | -27.0% |
| All | +227.5% | +1,311.2% | -1,083.8% | +37.5% |
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 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