+26.9%
USHY vs LPLA
+43.8%
-16.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.7% | -3.7% | +2.9% | -0.6% |
| 30D | -0.5% | -6.4% | +5.8% | -0.3% |
| 3M | +0.5% | +20.2% | -19.7% | -0.2% |
| 6M | +1.5% | +12.8% | -11.3% | +1.0% |
| YTD | +1.7% | -2.5% | +4.2% | +1.7% |
| 1Y | +3.5% | +1.9% | +1.6% | +3.3% |
| All | +26.9% | +43.8% | -16.9% | +27.2% |
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 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