+36.8%
HST vs LPLA
+3.3%
+33.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | -2.8% | -6.0% | +3.2% | -2.1% |
| 3M | -6.5% | +21.4% | -27.8% | -8.8% |
| 6M | +20.7% | +12.1% | +8.6% | +18.9% |
| YTD | +30.5% | -1.8% | +32.3% | +30.0% |
| 1Y | +36.8% | +3.2% | +33.6% | +35.2% |
| All | +36.8% | +3.3% | +33.4% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling