+677.7%
HPE vs LPLA
+947.4%
-269.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +8.7% |
| 7D | +10.1% | -2.1% | +12.2% | +11.0% |
| 30D | +5.3% | -3.3% | +8.6% | +6.6% |
| 3M | +12.7% | +23.5% | -10.9% | +3.2% |
| 6M | +167.7% | +12.0% | +155.7% | +152.8% |
| YTD | +135.5% | -1.7% | +137.1% | +133.2% |
| 1Y | +143.4% | +3.2% | +140.2% | +135.3% |
| 3Y | +249.2% | +46.2% | +203.0% | +189.5% |
| 5Y | +343.8% | +144.9% | +198.9% | +186.5% |
| 10Y | +495.9% | +1,195.1% | -699.2% | +122.3% |
| All | +677.7% | +947.4% | -269.7% | +277.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling