+148.9%
LPLA vs SM
+107.8%
+41.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -0.1% | +26.3% | -26.4% | -4.9% |
| 3M | +23.2% | +8.7% | +14.5% | +20.1% |
| 6M | +15.5% | +51.7% | -36.1% | +3.6% |
| YTD | +0.9% | +99.0% | -98.2% | -15.4% |
| 1Y | +0.2% | +34.6% | -34.4% | -8.6% |
| 3Y | +55.2% | -7.8% | +63.0% | +47.2% |
| All | +148.9% | +107.8% | +41.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling