+1,043.4%
HUBB vs LPLA
+1,275.5%
-232.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | +4.8% | -2.1% | +6.9% | +5.6% |
| 30D | -9.3% | -3.3% | -6.0% | -8.3% |
| 3M | -3.9% | +23.5% | -27.4% | -11.3% |
| 6M | -0.8% | +12.0% | -12.8% | -6.0% |
| YTD | +5.6% | -1.7% | +7.2% | +4.1% |
| 1Y | +7.7% | +3.2% | +4.5% | +4.0% |
| 3Y | +47.5% | +46.2% | +1.3% | +22.4% |
| 5Y | +153.7% | +144.9% | +8.8% | +65.7% |
| 10Y | +433.0% | +1,195.1% | -762.0% | +91.0% |
| All | +1,043.4% | +1,275.5% | -232.1% | +250.3% |
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