+342.1%
HWM vs LPLA
+29.4%
+312.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +7.3% | -0.9% | +8.2% | +7.6% |
| 30D | +1.6% | -9.5% | +11.1% | +4.1% |
| 3M | -21.9% | -21.9% | 0.0% | -15.9% |
| 6M | -19.0% | -2.6% | -16.4% | -19.6% |
| YTD | +7.9% | -17.8% | +25.7% | +12.7% |
| 1Y | +9.9% | -21.2% | +31.1% | +16.7% |
| 3Y | +342.1% | +30.6% | +311.5% | +283.8% |
| All | +342.1% | +29.4% | +312.8% | +283.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling