+30.2%
HWM vs LPLA
+3.3%
+26.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -8.0% | -1.5% | -6.5% | -7.8% |
| 30D | -18.0% | -6.0% | -12.0% | -17.4% |
| 3M | -9.5% | +21.4% | -30.9% | -11.3% |
| 6M | -8.4% | +12.1% | -20.5% | -9.7% |
| YTD | +13.6% | -1.8% | +15.5% | +14.0% |
| 1Y | +30.2% | +3.2% | +27.0% | +29.4% |
| All | +30.2% | +3.3% | +26.9% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling