+220.0%
SIMO vs LPLA
+0.7%
+219.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.7% |
| 7D | +4.2% | -3.1% | +7.3% | +4.0% |
| 30D | +4.1% | -0.1% | +4.2% | +4.2% |
| 3M | -12.9% | +23.2% | -36.1% | -13.0% |
| 6M | +110.3% | +15.5% | +94.8% | +110.5% |
| YTD | +178.6% | +0.9% | +177.7% | +183.8% |
| 1Y | +220.0% | +0.2% | +219.8% | +226.8% |
| All | +220.0% | +0.7% | +219.3% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1y: compounded portfolio wealth divided by compounded LPLA 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…
1y analysis · Full analysis span regression · 6 months rolling