+205.0%
HD vs LPLA
+1,194.2%
-989.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.7% |
| 7D | -1.2% | -2.1% | +0.9% | -0.7% |
| 30D | -11.1% | -3.3% | -7.8% | -10.5% |
| 3M | +2.0% | +23.5% | -21.5% | -3.1% |
| 6M | -10.5% | +12.0% | -22.5% | -13.3% |
| YTD | -6.9% | -1.7% | -5.2% | -7.6% |
| 1Y | -23.2% | +3.2% | -26.4% | -25.0% |
| 3Y | +3.1% | +46.2% | -43.1% | -11.1% |
| 5Y | +7.4% | +144.9% | -137.5% | -24.7% |
| 10Y | +205.0% | +1,195.1% | -990.1% | +30.9% |
| All | +205.0% | +1,194.2% | -989.2% | +30.9% |
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 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