+642.7%
HUBS vs LPLA
+814.8%
-172.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -12.4% | -3.7% | -8.7% | -11.1% |
| 30D | +1.4% | -6.4% | +7.8% | +4.0% |
| 3M | +16.0% | +20.2% | -4.2% | +7.7% |
| 6M | -17.0% | +12.8% | -29.8% | -21.5% |
| YTD | -44.3% | -2.5% | -41.8% | -44.5% |
| 1Y | -54.3% | +1.9% | -56.2% | -55.4% |
| 3Y | -58.4% | +45.0% | -103.4% | -65.8% |
| 5Y | -66.7% | +146.6% | -213.3% | -78.9% |
| 10Y | +315.9% | +1,213.6% | -897.7% | +36.8% |
| All | +642.7% | +814.8% | -172.1% | +178.7% |
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