+444.7%
HSY vs LPLA
+1,049.0%
-604.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.5% |
| 7D | -2.3% | -2.8% | +0.4% | -2.1% |
| 30D | +6.3% | -10.2% | +16.4% | +7.2% |
| 3M | -5.2% | -22.3% | +17.1% | -3.2% |
| 6M | -8.3% | -0.5% | -7.8% | -8.6% |
| YTD | -2.7% | -17.9% | +15.2% | -1.6% |
| 1Y | +0.1% | -22.0% | +22.2% | +1.7% |
| 3Y | -1.0% | +29.4% | -30.5% | -6.6% |
| 5Y | +10.6% | +81.2% | -70.6% | -2.1% |
| 10Y | +127.0% | +773.4% | -646.4% | +60.2% |
| All | +444.7% | +1,049.0% | -604.3% | +268.0% |
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 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