+1,527.6%
HD vs LPLA
+1,060.6%
+467.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.5% |
| 7D | +4.3% | +4.1% | +0.2% | +3.5% |
| 30D | +20.2% | -9.0% | +29.2% | +22.2% |
| 3M | -1.0% | -17.6% | +16.6% | +2.6% |
| 6M | +7.9% | -8.8% | +16.7% | +9.0% |
| YTD | +2.0% | -17.0% | +19.0% | +4.4% |
| 1Y | -4.3% | -20.4% | +16.1% | -1.2% |
| 3Y | +25.9% | +35.4% | -9.5% | +11.6% |
| 5Y | +5.8% | +79.7% | -73.9% | -15.6% |
| 10Y | +262.5% | +915.0% | -652.4% | +86.4% |
| All | +1,527.6% | +1,060.6% | +467.0% | +657.4% |
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