+72.1%
HST vs LPLA
+83.0%
-11.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.5% |
| 7D | -2.7% | +4.1% | -6.8% | -3.8% |
| 30D | +10.7% | -9.0% | +19.7% | +13.1% |
| 3M | +6.3% | -17.6% | +23.9% | +11.4% |
| 6M | +19.0% | -8.8% | +27.8% | +20.6% |
| YTD | +47.0% | -17.0% | +64.1% | +52.1% |
| 1Y | +53.4% | -20.4% | +73.9% | +60.7% |
| 3Y | +78.0% | +35.4% | +42.6% | +50.7% |
| All | +72.1% | +83.0% | -11.0% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling