+49.7%
USHY vs LPLA
+621.0%
-571.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.7% | -1.5% | +0.9% | -0.5% |
| 30D | -0.7% | -6.0% | +5.3% | -0.1% |
| 3M | +0.1% | +24.0% | -24.0% | -2.0% |
| 6M | +1.8% | +17.0% | -15.2% | +0.1% |
| YTD | +1.8% | -0.7% | +2.4% | +1.4% |
| 1Y | +3.3% | +2.1% | +1.2% | +2.5% |
| 3Y | +27.0% | +48.7% | -21.7% | +20.0% |
| 5Y | +21.0% | +151.2% | -130.2% | +5.8% |
| All | +49.7% | +621.0% | -571.2% | +13.2% |
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