+433.3%
HUT vs LPLA
+482.4%
-49.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +18.9% | -1.5% | +20.4% | +19.9% |
| 30D | +12.0% | -6.0% | +18.0% | +15.5% |
| 3M | -14.9% | +21.4% | -36.2% | -26.0% |
| 6M | +96.8% | +12.1% | +84.7% | +78.1% |
| YTD | +108.8% | -1.8% | +110.6% | +105.7% |
| 1Y | +227.4% | +3.2% | +224.2% | +213.9% |
| 3Y | +760.3% | +45.9% | +714.3% | +563.9% |
| 5Y | +86.1% | +144.7% | -58.6% | +5.4% |
| All | +433.3% | +482.4% | -49.1% | +91.7% |
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 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