+1,474.6%
HWM vs LPLA
+758.1%
+716.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +7.3% | -0.9% | +8.2% | +7.8% |
| 30D | +1.6% | -9.5% | +11.1% | +5.6% |
| 3M | -21.9% | -21.9% | 0.0% | -12.7% |
| 6M | -19.0% | -2.6% | -16.4% | -20.0% |
| YTD | +7.9% | -17.8% | +25.7% | +13.9% |
| 1Y | +9.9% | -21.2% | +31.1% | +18.4% |
| 3Y | +342.1% | +30.6% | +311.5% | +243.1% |
| 5Y | +600.8% | +81.3% | +519.4% | +312.2% |
| All | +1,474.6% | +758.1% | +716.5% | +311.8% |
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