+1,082.0%
LPLA vs LH
+455.1%
+626.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -9.5% | +16.7% | -26.2% | -16.6% |
| 3M | -21.9% | +15.1% | -37.0% | -27.6% |
| 6M | -2.6% | +46.3% | -48.9% | -19.9% |
| YTD | -17.8% | +48.8% | -66.6% | -33.4% |
| 1Y | -21.2% | +39.7% | -60.9% | -34.1% |
| 3Y | +30.6% | +87.0% | -56.4% | -8.6% |
| 5Y | +81.3% | +53.0% | +28.3% | +37.5% |
| 10Y | +773.9% | +264.3% | +509.6% | +282.2% |
| All | +1,082.0% | +455.1% | +626.9% | +307.0% |
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