-33.8%
HUT vs LPLA
+78.4%
-112.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +15.7% |
| 7D | -11.4% | +4.1% | -15.5% | -14.9% |
| 30D | -41.0% | -9.0% | -32.0% | -39.2% |
| 3M | -41.9% | -17.6% | -24.3% | -36.8% |
| 6M | -51.7% | -8.8% | -42.8% | -52.0% |
| YTD | +14.6% | -17.0% | +31.6% | +21.6% |
| 1Y | +21.4% | -20.4% | +41.8% | +34.3% |
| 3Y | +359.8% | +35.4% | +324.4% | +238.0% |
| All | -33.8% | +78.4% | -112.2% | -69.5% |
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 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