+800.4%
LPLA vs SFM
+140.8%
+659.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.7% |
| 7D | -3.2% | -7.1% | +3.9% | -2.1% |
| 30D | -8.6% | -21.4% | +12.8% | -6.0% |
| 3M | -18.7% | -40.1% | +21.4% | -13.0% |
| 6M | +4.5% | -38.0% | +42.6% | +10.7% |
| YTD | -15.3% | -36.5% | +21.2% | -11.2% |
| 1Y | -19.9% | -35.2% | +15.3% | -16.4% |
| 3Y | +33.4% | +23.5% | +9.9% | +26.4% |
| 5Y | +87.4% | +109.7% | -22.3% | +59.8% |
| 10Y | +800.4% | +132.6% | +667.9% | +575.8% |
| All | +800.4% | +140.8% | +659.7% | +575.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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