+1,093.1%
LPLA vs SM
-29.5%
+1,122.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +4.1% | -25.9% | +30.1% | +9.0% |
| 30D | -9.0% | -15.1% | +6.1% | -7.1% |
| 3M | -17.6% | +4.9% | -22.5% | -19.2% |
| 6M | -8.8% | +6.1% | -15.0% | -11.5% |
| YTD | -17.0% | +63.4% | -80.5% | -26.1% |
| 1Y | -20.4% | +72.5% | -92.9% | -29.9% |
| 3Y | +35.4% | -16.9% | +52.3% | +31.8% |
| 5Y | +79.7% | -10.6% | +90.4% | +65.9% |
| 10Y | +915.0% | +11.3% | +903.7% | +508.3% |
| All | +1,093.1% | -29.5% | +1,122.6% | +606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling