+194.8%
HST vs LPLA
+1,111.7%
-916.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +3.6% |
| 7D | +0.6% | +3.6% | -3.1% | -0.8% |
| 30D | +14.5% | -6.8% | +21.2% | +16.8% |
| 3M | +15.4% | -17.0% | +32.4% | +22.8% |
| 6M | +22.0% | +1.8% | +20.2% | +18.7% |
| YTD | +54.9% | -13.4% | +68.2% | +58.9% |
| 1Y | +54.0% | -17.5% | +71.5% | +60.9% |
| 3Y | +90.4% | +36.5% | +54.0% | +53.8% |
| 5Y | +84.2% | +92.6% | -8.4% | +21.8% |
| 10Y | +144.6% | +809.2% | -664.6% | -12.6% |
| All | +194.8% | +1,111.7% | -916.9% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling