+3.3%
HUBB vs LPLA
+3.8%
-0.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | -10.0% | -6.0% | -4.0% | -9.4% |
| 3M | -1.6% | +24.0% | -25.6% | -4.5% |
| 6M | -3.1% | +17.0% | -20.1% | -5.3% |
| YTD | +4.6% | -0.7% | +5.3% | +5.0% |
| 1Y | +3.3% | +2.1% | +1.2% | +2.8% |
| All | +3.3% | +3.8% | -0.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling