+1,222.4%
LPLA vs SM
+16.0%
+1,206.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.6% |
| 30D | -6.0% | +20.3% | -26.3% | -9.1% |
| 3M | +21.4% | +22.9% | -1.6% | +16.2% |
| 6M | +12.1% | +47.8% | -35.8% | +2.9% |
| YTD | -1.8% | +107.5% | -109.3% | -15.5% |
| 1Y | +3.2% | +51.7% | -48.5% | -6.5% |
| 3Y | +45.9% | -0.9% | +46.8% | +38.5% |
| 5Y | +144.7% | +112.2% | +32.4% | +95.9% |
| 10Y | +1,222.4% | +20.3% | +1,202.1% | +638.3% |
| All | +1,222.4% | +16.0% | +1,206.5% | +638.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling