+738.1%
LPLA vs SFM
+140.2%
+598.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -0.9% | +6.0% | -7.0% | -1.8% |
| 30D | -9.5% | -19.5% | +10.0% | -7.2% |
| 3M | -21.9% | -37.0% | +15.2% | -17.0% |
| 6M | -2.6% | -41.0% | +38.4% | +3.9% |
| YTD | -17.8% | -34.6% | +16.8% | -14.2% |
| 1Y | -21.2% | -36.3% | +15.1% | -17.5% |
| 3Y | +30.6% | +24.5% | +6.1% | +23.7% |
| 5Y | +81.3% | +115.9% | -34.5% | +54.2% |
| All | +738.1% | +140.2% | +598.0% | +502.7% |
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