+1,210.9%
LPLA vs LH
+183.3%
+1,027.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | -1.5% | -4.7% | +3.2% | +0.6% |
| 30D | -6.0% | -3.5% | -2.5% | -4.6% |
| 3M | +24.0% | +17.7% | +6.3% | +14.4% |
| 6M | +17.0% | +15.8% | +1.2% | +8.5% |
| YTD | -0.7% | +25.1% | -25.8% | -11.8% |
| 1Y | +2.1% | +12.5% | -10.4% | -4.8% |
| 3Y | +48.7% | +59.8% | -11.1% | +12.6% |
| 5Y | +151.2% | +27.1% | +124.2% | +110.3% |
| All | +1,210.9% | +183.3% | +1,027.6% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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