+1,222.4%
LPLA vs SFM
+280.6%
+941.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.4% |
| 7D | -1.5% | -7.2% | +5.6% | -0.5% |
| 30D | -6.0% | -14.3% | +8.3% | -3.9% |
| 3M | +21.4% | -13.7% | +35.1% | +23.6% |
| 6M | +12.1% | -6.0% | +18.1% | +11.9% |
| YTD | -1.8% | -8.2% | +6.4% | -1.8% |
| 1Y | +3.2% | -46.2% | +49.5% | +12.0% |
| 3Y | +45.9% | +83.6% | -37.6% | +31.3% |
| 5Y | +144.7% | +212.7% | -68.1% | +97.7% |
| 10Y | +1,222.4% | +273.0% | +949.4% | +813.4% |
| All | +1,222.4% | +280.6% | +941.9% | +813.4% |
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