+571.9%
HPE vs LPLA
+775.5%
-203.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +7.9% | -0.9% | +8.8% | +8.2% |
| 30D | -23.5% | -9.5% | -14.0% | -21.3% |
| 3M | -19.1% | -21.9% | +2.8% | -12.0% |
| 6M | +51.4% | -2.6% | +54.0% | +50.2% |
| YTD | +103.4% | -17.8% | +121.2% | +113.6% |
| 1Y | +114.4% | -21.2% | +135.6% | +129.0% |
| 3Y | +224.7% | +30.6% | +194.0% | +178.3% |
| 5Y | +277.8% | +81.3% | +196.4% | +172.0% |
| 10Y | +371.1% | +773.9% | -402.9% | +95.9% |
| All | +571.9% | +775.5% | -203.6% | +245.8% |
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