+66.9%
HL vs LPLA
+1,049.8%
-982.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -11.1% | -0.9% | -10.2% | -10.9% |
| 30D | -12.1% | -9.5% | -2.6% | -10.5% |
| 3M | -26.1% | -21.9% | -4.2% | -22.5% |
| 6M | -37.7% | -2.6% | -35.1% | -38.0% |
| YTD | -31.7% | -17.8% | -13.9% | -29.7% |
| 1Y | -11.6% | -21.2% | +9.5% | -8.1% |
| 3Y | +249.6% | +30.6% | +219.0% | +213.8% |
| 5Y | +108.5% | +81.3% | +27.2% | +67.6% |
| 10Y | +127.0% | +773.9% | -647.0% | +30.3% |
| All | +66.9% | +1,049.8% | -982.9% | -16.5% |
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