+180.7%
HIMS vs LPLA
+349.9%
-169.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -8.2% | -6.0% | -2.2% | -6.4% |
| 3M | -4.7% | +24.0% | -28.8% | -12.4% |
| 6M | +6.3% | +17.0% | -10.7% | -1.0% |
| YTD | -15.3% | -0.7% | -14.6% | -16.4% |
| 1Y | -46.9% | +2.1% | -49.0% | -48.1% |
| 3Y | +321.3% | +48.7% | +272.6% | +276.2% |
| 5Y | +215.8% | +151.2% | +64.6% | +147.3% |
| All | +180.7% | +349.9% | -169.2% | +107.4% |
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 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