-19.9%
LPLA vs SFM
-36.1%
+16.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.3% |
| 7D | -3.2% | -7.1% | +3.9% | -2.9% |
| 30D | -8.6% | -21.4% | +12.8% | -8.6% |
| 3M | -18.7% | -40.1% | +21.4% | -18.6% |
| 6M | +4.5% | -38.0% | +42.6% | +4.5% |
| YTD | -15.3% | -36.5% | +21.2% | -15.0% |
| 1Y | -19.9% | -35.2% | +15.3% | -19.6% |
| All | -19.9% | -36.1% | +16.2% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling