+41.5%
HDB vs LPLA
+1,251.7%
-1,210.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.0% | +6.4% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | +1.0% | -6.0% | +7.0% | +2.5% |
| 3M | -2.0% | +24.0% | -26.0% | -7.1% |
| 6M | -18.1% | +17.0% | -35.1% | -21.5% |
| YTD | -36.1% | -0.7% | -35.5% | -36.7% |
| 1Y | -34.0% | +2.1% | -36.2% | -35.4% |
| 3Y | -26.7% | +48.7% | -75.4% | -36.9% |
| 5Y | -33.9% | +151.2% | -185.1% | -52.8% |
| All | +41.5% | +1,251.7% | -1,210.2% | -29.2% |
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