+1,350.8%
LPLA vs SM
-14.1%
+1,364.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | +23.2% | +8.7% | +14.5% | +20.5% |
| 6M | +15.5% | +51.7% | -36.1% | +5.7% |
| YTD | +0.9% | +99.0% | -98.2% | -12.3% |
| 1Y | +0.2% | +34.6% | -34.4% | -7.2% |
| 3Y | +55.2% | -7.8% | +63.0% | +49.3% |
| 5Y | +145.4% | +104.8% | +40.7% | +98.0% |
| 10Y | +1,229.7% | +7.2% | +1,222.4% | +703.9% |
| All | +1,350.8% | -14.1% | +1,364.9% | +737.8% |
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