+621.7%
HPE vs LPLA
+974.6%
-352.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.7% |
| 30D | -2.3% | -0.1% | -2.2% | -2.2% |
| 3M | -2.9% | +23.2% | -26.1% | -10.9% |
| 6M | +143.6% | +15.5% | +128.0% | +127.4% |
| YTD | +118.5% | +0.9% | +117.6% | +114.4% |
| 1Y | +129.2% | +0.2% | +129.0% | +124.1% |
| 3Y | +212.5% | +55.2% | +157.3% | +153.3% |
| 5Y | +286.9% | +145.4% | +141.5% | +149.9% |
| 10Y | +432.3% | +1,229.7% | -797.3% | +96.7% |
| All | +621.7% | +974.6% | -352.9% | +247.1% |
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