+133.6%
HOOD vs LPLA
+111.6%
+22.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.2% |
| 7D | +3.8% | -2.8% | +6.5% | +5.3% |
| 30D | -26.4% | -10.2% | -16.2% | -22.6% |
| 3M | -14.3% | -22.3% | +8.0% | -2.6% |
| 6M | +3.9% | -0.5% | +4.4% | +1.4% |
| YTD | -28.1% | -17.9% | -10.2% | -21.9% |
| 1Y | -38.8% | -22.0% | -16.8% | -31.3% |
| 3Y | +888.5% | +29.4% | +859.1% | +782.4% |
| 5Y | +131.0% | +81.2% | +49.8% | +65.1% |
| All | +133.6% | +111.6% | +22.0% | +96.7% |
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