+46.2%
HST vs LPLA
-21.0%
+67.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | -2.7% | +4.1% | -6.8% | -3.1% |
| 30D | +10.7% | -9.0% | +19.7% | +11.9% |
| 3M | +6.3% | -17.6% | +23.9% | +8.7% |
| 6M | +19.0% | -8.8% | +27.8% | +20.6% |
| YTD | +47.0% | -17.0% | +64.1% | +49.4% |
| All | +46.2% | -21.0% | +67.2% | +49.3% |
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