+191.0%
HDB vs LPLA
+1,311.2%
-1,120.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.4% | -3.1% | +3.5% | +1.2% |
| 30D | -2.8% | -0.1% | -2.7% | -2.9% |
| 3M | -3.5% | +23.2% | -26.8% | -8.6% |
| 6M | -24.7% | +15.5% | -40.3% | -27.7% |
| YTD | -36.6% | +0.9% | -37.5% | -37.4% |
| 1Y | -34.4% | +0.2% | -34.5% | -35.5% |
| 3Y | -24.4% | +55.2% | -79.6% | -35.7% |
| 5Y | -35.4% | +145.4% | -180.8% | -53.0% |
| 10Y | +39.5% | +1,229.7% | -1,190.1% | -38.3% |
| All | +191.0% | +1,311.2% | -1,120.3% | +9.8% |
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