+658.7%
LHX vs LPLA
+1,273.0%
-614.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | -13.2% | -6.0% | -7.2% | -12.1% |
| 3M | -18.4% | +21.4% | -39.7% | -21.7% |
| 6M | -32.0% | +12.1% | -44.0% | -33.9% |
| YTD | -13.6% | -1.8% | -11.8% | -14.1% |
| 1Y | -6.0% | +3.2% | -9.2% | -7.8% |
| 3Y | +57.9% | +45.9% | +12.0% | +39.9% |
| 5Y | +19.2% | +144.7% | -125.4% | -9.9% |
| 10Y | +232.3% | +1,222.4% | -990.2% | +53.2% |
| All | +658.7% | +1,273.0% | -614.3% | +201.7% |
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 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