+231.1%
HOOD vs LPLA
+152.9%
+78.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.7% | -1.5% | +9.3% | +8.9% |
| 30D | +22.0% | -6.0% | +27.9% | +26.3% |
| 3M | +37.6% | +21.4% | +16.2% | +22.2% |
| 6M | +45.3% | +12.1% | +33.2% | +33.9% |
| YTD | +1.9% | -1.8% | +3.8% | +1.5% |
| 1Y | -2.7% | +3.2% | -5.9% | -5.8% |
| 3Y | +973.4% | +45.9% | +927.4% | +801.8% |
| 5Y | +179.3% | +144.7% | +34.6% | +96.4% |
| All | +231.1% | +152.9% | +78.2% | +155.7% |
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 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