+655.5%
HWM vs LPLA
+143.6%
+511.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.5% | -8.2% | -9.7% |
| 7D | -9.2% | -2.1% | -7.1% | -8.3% |
| 30D | -17.9% | -3.3% | -14.5% | -16.8% |
| 3M | -6.0% | +23.5% | -29.6% | -13.5% |
| 6M | -7.4% | +12.0% | -19.4% | -12.2% |
| YTD | +13.1% | -1.7% | +14.8% | +11.8% |
| 1Y | +29.3% | +3.2% | +26.1% | +24.4% |
| 3Y | +389.9% | +46.2% | +343.7% | +300.5% |
| 5Y | +655.5% | +144.9% | +510.6% | +332.1% |
| All | +655.5% | +143.6% | +511.9% | +332.1% |
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