+163.5%
HL vs LPLA
+1,311.2%
-1,147.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | -3.1% | +4.5% | +2.2% |
| 30D | +25.1% | -0.1% | +25.1% | +24.9% |
| 3M | +22.9% | +23.2% | -0.3% | +16.9% |
| 6M | -4.9% | +15.5% | -20.4% | -8.8% |
| YTD | +7.8% | +0.9% | +6.9% | +6.6% |
| 1Y | +133.9% | +0.2% | +133.7% | +131.1% |
| 3Y | +380.9% | +55.2% | +325.7% | +317.5% |
| 5Y | +230.2% | +145.4% | +84.8% | +148.7% |
| 10Y | +265.6% | +1,229.7% | -964.1% | +95.5% |
| All | +163.5% | +1,311.2% | -1,147.8% | +26.7% |
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