+1,350.8%
LPLA vs LH
+389.8%
+961.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -3.1% | -2.5% | -0.6% | -1.9% |
| 30D | -0.1% | +4.3% | -4.4% | -2.1% |
| 3M | +23.2% | +25.5% | -2.3% | +10.1% |
| 6M | +15.5% | +17.0% | -1.4% | +6.5% |
| YTD | +0.9% | +31.3% | -30.4% | -12.5% |
| 1Y | +0.2% | +20.0% | -19.8% | -9.6% |
| 3Y | +55.2% | +63.9% | -8.6% | +16.4% |
| 5Y | +145.4% | +30.9% | +114.6% | +102.3% |
| 10Y | +1,229.7% | +191.4% | +1,038.3% | +548.9% |
| All | +1,350.8% | +389.8% | +961.0% | +434.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling