+220.1%
HUT vs LPLA
+387.7%
-167.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | +9.3% | -0.9% | +10.3% | +9.8% |
| 30D | -23.1% | -9.5% | -13.6% | -20.8% |
| 3M | -30.6% | -21.9% | -8.7% | -22.8% |
| 6M | -46.9% | -2.6% | -44.2% | -49.3% |
| YTD | +25.3% | -17.8% | +43.1% | +32.5% |
| 1Y | +59.8% | -21.2% | +81.0% | +74.9% |
| 3Y | +467.2% | +30.6% | +436.6% | +350.9% |
| 5Y | -24.6% | +81.3% | -106.0% | -51.1% |
| All | +220.1% | +387.7% | -167.6% | +23.5% |
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