+1,421.3%
HD vs LPLA
+1,311.2%
+110.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | -8.4% | -0.1% | -8.3% | -8.4% |
| 3M | +4.3% | +23.2% | -18.9% | -0.4% |
| 6M | -11.1% | +15.5% | -26.7% | -14.3% |
| YTD | -4.7% | +0.9% | -5.6% | -5.9% |
| 1Y | -19.8% | +0.2% | -20.0% | -21.1% |
| 3Y | +4.1% | +55.2% | -51.1% | -9.8% |
| 5Y | +10.3% | +145.4% | -135.1% | -17.8% |
| 10Y | +203.2% | +1,229.7% | -1,026.5% | +48.2% |
| All | +1,421.3% | +1,311.2% | +110.1% | +582.7% |
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