+998.0%
LPLA vs SFM
+132.6%
+865.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -0.1% | -4.4% | +4.3% | +0.5% |
| 3M | +23.2% | +1.5% | +21.7% | +22.4% |
| 6M | +15.5% | +6.5% | +9.1% | +13.3% |
| YTD | +0.9% | +2.2% | -1.3% | -0.6% |
| 1Y | +0.2% | -41.9% | +42.1% | +7.0% |
| 3Y | +55.2% | +106.8% | -51.5% | +37.6% |
| 5Y | +145.4% | +231.6% | -86.1% | +98.7% |
| 10Y | +1,229.7% | +258.4% | +971.2% | +905.8% |
| All | +998.0% | +132.6% | +865.4% | +802.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling