+421.3%
THC vs LPLA
+29.4%
+391.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +5.3% | -9.5% | +14.8% | +6.6% |
| 3M | +7.1% | -21.9% | +29.0% | +10.9% |
| 6M | +46.0% | -2.6% | +48.7% | +46.2% |
| YTD | +43.9% | -17.8% | +61.7% | +46.6% |
| 1Y | +45.4% | -21.2% | +66.6% | +49.2% |
| 3Y | +421.3% | +30.6% | +390.7% | +386.0% |
| All | +421.3% | +29.4% | +391.9% | +386.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling