+1,388.5%
HWM vs LPLA
+945.8%
+442.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | +3.4% | +4.1% | -0.8% | +1.2% |
| 30D | -7.5% | -9.0% | +1.5% | -4.1% |
| 3M | -28.9% | -17.6% | -11.2% | -22.7% |
| 6M | -19.6% | -8.8% | -10.8% | -18.1% |
| YTD | +0.6% | -17.0% | +17.6% | +5.6% |
| 1Y | +0.3% | -20.4% | +20.7% | +7.6% |
| 3Y | +326.1% | +35.4% | +290.7% | +224.8% |
| 5Y | +525.2% | +79.7% | +445.4% | +272.2% |
| 10Y | +1,492.9% | +915.0% | +577.9% | +309.5% |
| All | +1,388.5% | +945.8% | +442.6% | +281.8% |
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 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