+308.1%
HUBS vs LPLA
+1,251.7%
-943.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -9.0% | -1.5% | -7.4% | -8.4% |
| 30D | +7.2% | -6.0% | +13.2% | +10.1% |
| 3M | +20.9% | +24.0% | -3.2% | +10.1% |
| 6M | -13.0% | +17.0% | -30.0% | -19.5% |
| YTD | -43.8% | -0.7% | -43.2% | -44.5% |
| 1Y | -54.6% | +2.1% | -56.8% | -55.9% |
| 3Y | -58.5% | +48.7% | -107.1% | -66.9% |
| 5Y | -66.4% | +151.2% | -217.6% | -80.3% |
| All | +308.1% | +1,251.7% | -943.5% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling