+222.0%
LHX vs LPLA
+1,251.7%
-1,029.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -4.3% | -1.5% | -2.7% | -4.0% |
| 30D | -15.1% | -6.0% | -9.1% | -14.2% |
| 3M | -21.0% | +24.0% | -45.0% | -24.2% |
| 6M | -32.0% | +17.0% | -49.0% | -34.3% |
| YTD | -15.3% | -0.7% | -14.7% | -15.9% |
| 1Y | -11.1% | +2.1% | -13.2% | -12.4% |
| 3Y | +54.0% | +48.7% | +5.3% | +37.7% |
| 5Y | +17.1% | +151.2% | -134.1% | -10.0% |
| All | +222.0% | +1,251.7% | -1,029.6% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling