+9.0%
HCA vs LPLA
-16.5%
+25.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.6% | +5.7% | +9.9% |
| 7D | +10.2% | +15.7% | -5.5% | +9.1% |
| 30D | +17.4% | -6.2% | +23.6% | +17.7% |
| 3M | +27.7% | -12.0% | +39.7% | +28.8% |
| 6M | +20.0% | -2.7% | +22.8% | +19.7% |
| YTD | +10.0% | -12.5% | +22.5% | +7.5% |
| 1Y | +9.0% | -16.5% | +25.5% | +5.9% |
| All | +9.0% | -16.5% | +25.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling