+950.1%
THC vs LPLA
+1,194.2%
-244.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.1% |
| 7D | -2.6% | -2.1% | -0.5% | -1.6% |
| 30D | -1.2% | -3.3% | +2.2% | +0.3% |
| 3M | +58.9% | +23.5% | +35.4% | +43.6% |
| 6M | +9.3% | +12.0% | -2.7% | +2.3% |
| YTD | +30.4% | -1.7% | +32.0% | +27.5% |
| 1Y | +34.6% | +3.2% | +31.4% | +27.3% |
| 3Y | +246.7% | +46.2% | +200.5% | +156.7% |
| 5Y | +244.5% | +144.9% | +99.6% | +70.9% |
| 10Y | +950.1% | +1,195.1% | -245.0% | +208.2% |
| All | +950.1% | +1,194.2% | -244.1% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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