+256.9%
HL vs LPLA
+1,251.7%
-994.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -4.4% | -1.5% | -2.8% | -4.0% |
| 30D | +9.3% | -6.0% | +15.3% | +10.9% |
| 3M | +32.0% | +24.0% | +7.9% | +24.2% |
| 6M | -6.4% | +17.0% | -23.4% | -11.3% |
| YTD | +3.1% | -0.7% | +3.8% | +2.2% |
| 1Y | +77.6% | +2.1% | +75.4% | +74.2% |
| 3Y | +392.8% | +48.7% | +344.1% | +319.3% |
| 5Y | +234.1% | +151.2% | +82.9% | +129.4% |
| All | +256.9% | +1,251.7% | -994.8% | +77.6% |
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