+447.8%
HSY vs LPLA
+1,049.8%
-602.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | +6.1% | -9.5% | +15.6% | +6.9% |
| 3M | -5.6% | -21.9% | +16.2% | -3.7% |
| 6M | -9.5% | -2.6% | -6.9% | -9.7% |
| YTD | -2.1% | -17.8% | +15.7% | -1.0% |
| 1Y | +0.8% | -21.2% | +22.0% | +2.2% |
| 3Y | -2.1% | +30.6% | -32.8% | -7.8% |
| 5Y | +11.2% | +81.3% | -70.1% | -1.5% |
| 10Y | +128.3% | +773.9% | -645.7% | +61.1% |
| All | +447.8% | +1,049.8% | -602.0% | +270.1% |
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