+565.1%
HON vs LPLA
+1,049.8%
-484.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | +7.5% | -9.5% | +17.0% | +10.1% |
| 3M | -4.3% | -21.9% | +17.5% | +2.0% |
| 6M | -1.5% | -2.6% | +1.1% | -2.3% |
| YTD | +10.5% | -17.8% | +28.3% | +14.3% |
| 1Y | +8.5% | -21.2% | +29.7% | +13.5% |
| 3Y | +28.0% | +30.6% | -2.6% | +9.7% |
| 5Y | +12.0% | +81.3% | -69.3% | -17.7% |
| 10Y | +155.4% | +773.9% | -618.6% | +9.8% |
| All | +565.1% | +1,049.8% | -484.6% | +127.9% |
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