+71.7%
HST vs LPLA
+145.4%
-73.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.0% | -3.1% | +2.0% | -0.1% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -6.4% | +23.2% | -29.6% | -12.3% |
| 6M | +15.0% | +15.5% | -0.5% | +9.2% |
| YTD | +30.5% | +0.9% | +29.6% | +28.6% |
| 1Y | +35.7% | +0.2% | +35.5% | +33.1% |
| 3Y | +68.4% | +55.2% | +13.2% | +39.0% |
| All | +71.7% | +145.4% | -73.7% | +4.5% |
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 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