+738.1%
LPLA vs SM
+18.0%
+720.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.9% | +9.4% | -10.3% | -2.5% |
| 30D | -9.5% | -14.4% | +4.9% | -7.8% |
| 3M | -21.9% | +1.6% | -23.4% | -23.0% |
| 6M | -2.6% | +6.3% | -9.0% | -5.6% |
| YTD | -17.8% | +78.8% | -96.6% | -28.1% |
| 1Y | -21.2% | +83.1% | -104.3% | -31.4% |
| 3Y | +30.6% | -5.9% | +36.5% | +24.3% |
| 5Y | +81.3% | +4.8% | +76.5% | +62.7% |
| All | +738.1% | +18.0% | +720.1% | +364.7% |
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