+46.9%
LPLA vs LH
+63.5%
-16.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.5% | -3.2% | +1.6% | -1.0% |
| 30D | -6.0% | +0.1% | -6.1% | -6.0% |
| 3M | +21.4% | +18.6% | +2.7% | +17.9% |
| 6M | +12.1% | +17.9% | -5.9% | +8.9% |
| YTD | -1.8% | +28.9% | -30.8% | -6.5% |
| 1Y | +3.2% | +16.6% | -13.4% | +0.1% |
| All | +46.9% | +63.5% | -16.6% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling