+94.1%
HUT vs LPLA
+143.6%
-49.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +8.1% |
| 7D | +28.3% | -2.1% | +30.3% | +30.0% |
| 30D | +12.3% | -3.3% | +15.6% | +14.0% |
| 3M | -16.8% | +23.5% | -40.4% | -30.2% |
| 6M | +111.4% | +12.0% | +99.4% | +88.4% |
| YTD | +116.6% | -1.7% | +118.2% | +112.9% |
| 1Y | +290.5% | +3.2% | +287.2% | +272.1% |
| 3Y | +792.3% | +46.2% | +746.1% | +556.9% |
| 5Y | +94.1% | +144.9% | -50.8% | -24.9% |
| All | +94.1% | +143.6% | -49.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling