+1,773.8%
HWM vs LPLA
+1,171.7%
+602.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -3.1% | +1.0% | -0.6% |
| 30D | -11.0% | -0.1% | -10.9% | -11.1% |
| 3M | +4.0% | +23.2% | -19.2% | -7.3% |
| 6M | -0.2% | +15.5% | -15.8% | -9.3% |
| YTD | +26.7% | +0.9% | +25.8% | +22.1% |
| 1Y | +44.7% | +0.2% | +44.6% | +38.4% |
| 3Y | +426.1% | +55.2% | +370.9% | +279.6% |
| 5Y | +738.5% | +145.4% | +593.1% | +323.4% |
| All | +1,773.8% | +1,171.7% | +602.1% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling