+498.2%
HCA vs LPLA
+1,251.7%
-753.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | +5.4% | -1.5% | +7.0% | +5.9% |
| 30D | +3.0% | -6.0% | +9.0% | +5.0% |
| 3M | +13.0% | +24.0% | -11.0% | +5.6% |
| 6M | -20.3% | +17.0% | -37.3% | -24.6% |
| YTD | -8.2% | -0.7% | -7.6% | -9.4% |
| 1Y | +6.7% | +2.1% | +4.6% | +3.6% |
| 3Y | +60.4% | +48.7% | +11.7% | +28.9% |
| 5Y | +73.4% | +151.2% | -77.8% | +4.6% |
| All | +498.2% | +1,251.7% | -753.5% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling