+738.1%
LPLA vs HRB
+221.6%
+516.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.9% | -5.1% | +4.2% | +0.6% |
| 30D | -9.5% | +8.7% | -18.2% | -11.8% |
| 3M | -21.9% | -5.4% | -16.5% | -20.9% |
| 6M | -2.6% | +41.6% | -44.2% | -13.6% |
| YTD | -17.8% | +18.7% | -36.5% | -24.0% |
| 1Y | -21.2% | +16.4% | -37.6% | -26.8% |
| 3Y | +30.6% | +22.0% | +8.6% | +14.9% |
| 5Y | +81.3% | +141.2% | -59.9% | +18.4% |
| All | +738.1% | +221.6% | +516.6% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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