+0.2%
LPLA vs SM
+36.8%
-36.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -0.1% | +25.6% | -25.7% | -1.5% |
| 3M | +23.2% | +8.0% | +15.2% | +22.4% |
| 6M | +15.5% | +50.8% | -35.3% | +9.8% |
| YTD | +0.9% | +97.9% | -97.0% | -8.7% |
| 1Y | +0.2% | +33.8% | -33.6% | -1.4% |
| All | +0.2% | +36.8% | -36.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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