+1,731.8%
HCA vs LPLA
+1,271.8%
+460.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.9% | -1.5% | +6.5% | +5.4% |
| 30D | +1.9% | -6.0% | +7.9% | +3.7% |
| 3M | +12.7% | +21.4% | -8.6% | +6.5% |
| 6M | -22.3% | +12.1% | -34.4% | -25.3% |
| YTD | -9.3% | -1.8% | -7.5% | -10.1% |
| 1Y | +2.7% | +3.2% | -0.5% | -0.3% |
| 3Y | +57.8% | +45.9% | +11.9% | +31.0% |
| 5Y | +70.3% | +144.7% | -74.3% | +12.7% |
| 10Y | +499.7% | +1,222.4% | -722.8% | +133.2% |
| All | +1,731.8% | +1,271.8% | +460.0% | +536.5% |
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