+132.3%
HON vs LPLA
+1,251.7%
-1,119.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | -3.5% | -1.5% | -1.9% | -3.0% |
| 30D | -13.8% | -6.0% | -7.8% | -12.1% |
| 3M | -11.7% | +24.0% | -35.7% | -17.9% |
| 6M | -18.7% | +17.0% | -35.7% | -23.6% |
| YTD | +0.2% | -0.7% | +0.9% | -1.3% |
| 1Y | -3.1% | +2.1% | -5.2% | -6.0% |
| 3Y | +17.0% | +48.7% | -31.7% | -4.5% |
| 5Y | +2.0% | +151.2% | -149.2% | -36.2% |
| All | +132.3% | +1,251.7% | -1,119.4% | -12.6% |
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