+46.2%
LPLA vs SFM
+96.9%
-50.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.5% |
| 7D | -2.1% | -5.8% | +3.7% | -1.2% |
| 30D | -3.3% | -11.4% | +8.0% | -1.6% |
| 3M | +23.5% | -12.2% | +35.7% | +25.6% |
| 6M | +12.0% | -5.2% | +17.2% | +11.6% |
| YTD | -1.7% | -4.5% | +2.8% | -2.3% |
| 1Y | +3.2% | -45.4% | +48.6% | +16.4% |
| 3Y | +46.2% | +91.1% | -44.9% | +40.0% |
| All | +46.2% | +96.9% | -50.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling