+34.6%
LPLA vs LH
+87.4%
-52.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -3.2% | +1.2% | -4.4% | -3.3% |
| 30D | -8.6% | +18.0% | -26.6% | -10.6% |
| 3M | -18.7% | +15.7% | -34.4% | -20.1% |
| 6M | +4.5% | +46.6% | -42.1% | -1.4% |
| YTD | -15.3% | +49.5% | -64.8% | -20.8% |
| 1Y | -19.9% | +40.2% | -60.1% | -24.1% |
| All | +34.6% | +87.4% | -52.8% | +23.5% |
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