+54.4%
LPLA vs SM
-6.8%
+61.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -0.1% | +26.3% | -26.4% | -4.3% |
| 3M | +23.2% | +8.7% | +14.5% | +20.6% |
| 6M | +15.5% | +51.7% | -36.1% | +4.4% |
| YTD | +0.9% | +99.0% | -98.2% | -14.8% |
| 1Y | +0.2% | +34.6% | -34.4% | -7.6% |
| All | +54.4% | -6.8% | +61.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling