+636.8%
HLT vs LPLA
+864.0%
-227.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.5% | -1.5% | +0.1% | -0.9% |
| 30D | -1.2% | -6.0% | +4.7% | +0.7% |
| 3M | -10.3% | +21.4% | -31.7% | -16.3% |
| 6M | +1.3% | +12.1% | -10.8% | -3.6% |
| YTD | +7.0% | -1.8% | +8.9% | +5.7% |
| 1Y | +11.9% | +3.2% | +8.7% | +7.7% |
| 3Y | +100.7% | +45.9% | +54.7% | +66.1% |
| 5Y | +147.5% | +144.7% | +2.9% | +64.5% |
| 10Y | +586.5% | +1,222.4% | -635.9% | +184.6% |
| All | +636.8% | +864.0% | -227.1% | +279.5% |
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