+396.5%
HBAN vs LPLA
+1,273.0%
-876.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.5% | -1.5% | +0.1% | -0.7% |
| 30D | -5.5% | -6.0% | +0.5% | -2.7% |
| 3M | -0.2% | +21.4% | -21.6% | -9.9% |
| 6M | +5.2% | +12.1% | -6.9% | -2.1% |
| YTD | -2.3% | -1.8% | -0.5% | -3.4% |
| 1Y | -2.2% | +3.2% | -5.4% | -6.6% |
| 3Y | +73.8% | +45.9% | +27.9% | +33.4% |
| 5Y | +35.2% | +144.7% | -109.4% | -22.9% |
| 10Y | +155.4% | +1,222.4% | -1,067.1% | -32.3% |
| All | +396.5% | +1,273.0% | -876.5% | +4.0% |
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