+537.4%
HWM vs LPLA
+78.4%
+459.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.2% |
| 7D | +3.4% | +4.1% | -0.8% | +1.8% |
| 30D | -7.5% | -9.0% | +1.5% | -5.1% |
| 3M | -28.9% | -17.6% | -11.2% | -24.4% |
| 6M | -19.6% | -8.8% | -10.8% | -18.3% |
| YTD | +0.6% | -17.0% | +17.6% | +4.8% |
| 1Y | +0.3% | -20.4% | +20.7% | +6.2% |
| 3Y | +326.1% | +35.4% | +290.7% | +253.2% |
| All | +537.4% | +78.4% | +459.0% | +321.2% |
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