+563.1%
HPE vs LPLA
+1,251.7%
-688.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.6% | +11.6% |
| 7D | +19.4% | -1.5% | +20.9% | +20.2% |
| 30D | +5.6% | -6.0% | +11.6% | +8.4% |
| 3M | +33.1% | +24.0% | +9.0% | +20.8% |
| 6M | +192.5% | +17.0% | +175.5% | +169.7% |
| YTD | +160.9% | -0.7% | +161.6% | +157.2% |
| 1Y | +155.0% | +2.1% | +152.8% | +146.9% |
| 3Y | +289.4% | +48.7% | +240.7% | +213.5% |
| 5Y | +395.7% | +151.2% | +244.4% | +196.6% |
| All | +563.1% | +1,251.7% | -688.6% | +132.5% |
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 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