+803.0%
LPLA vs SFM
+40.3%
+762.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.1% |
| 7D | +4.1% | -1.2% | +5.4% | +4.3% |
| 30D | -9.0% | -24.8% | +15.7% | -5.8% |
| 3M | -17.6% | -43.7% | +26.1% | -11.3% |
| 6M | -8.8% | -37.3% | +28.4% | -3.8% |
| YTD | -17.0% | -38.4% | +21.3% | -12.7% |
| 1Y | -20.4% | -36.9% | +16.5% | -16.7% |
| 3Y | +35.4% | +20.7% | +14.8% | +28.8% |
| 5Y | +79.7% | +103.5% | -23.7% | +55.1% |
| 10Y | +915.0% | +139.7% | +775.2% | +712.6% |
| All | +803.0% | +40.3% | +762.7% | +692.4% |
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 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