+18.7%
LHX vs LPLA
+147.5%
-128.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | -4.3% | -1.5% | -2.7% | -4.1% |
| 30D | -15.1% | -6.0% | -9.1% | -14.6% |
| 3M | -21.0% | +24.0% | -45.0% | -22.7% |
| 6M | -32.0% | +17.0% | -49.0% | -33.2% |
| YTD | -15.3% | -0.7% | -14.7% | -15.5% |
| 1Y | -11.1% | +2.1% | -13.2% | -11.6% |
| 3Y | +54.0% | +48.7% | +5.3% | +45.7% |
| All | +18.7% | +147.5% | -128.8% | +5.7% |
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