+179.9%
HPQ vs LPLA
+1,263.8%
-1,083.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.5% | -3.7% | +7.2% | +4.8% |
| 30D | +13.7% | -6.4% | +20.1% | +16.1% |
| 3M | +33.9% | +20.2% | +13.7% | +25.3% |
| 6M | +80.9% | +12.8% | +68.1% | +71.9% |
| YTD | +52.6% | -2.5% | +55.1% | +51.4% |
| 1Y | +21.2% | +1.9% | +19.3% | +18.0% |
| 3Y | +26.9% | +45.0% | -18.1% | +5.9% |
| 5Y | +41.1% | +146.6% | -105.5% | -6.6% |
| 10Y | +229.6% | +1,213.6% | -984.0% | +26.1% |
| All | +179.9% | +1,263.8% | -1,083.9% | -5.5% |
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 2026-09-10: 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 2026-09-10 analysis · Full analysis span regression · 6 months rolling