+409.6%
SIMO vs LPLA
+892.4%
-482.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +4.8% |
| 7D | -8.2% | +2.3% | -10.5% | -8.7% |
| 30D | -34.6% | -7.7% | -26.9% | -33.8% |
| 3M | -32.6% | -15.7% | -16.9% | -30.3% |
| 6M | -31.8% | +0.8% | -32.7% | -33.6% |
| YTD | +87.6% | -14.2% | +101.8% | +89.7% |
| 1Y | +86.7% | -17.9% | +104.6% | +91.4% |
| 3Y | +227.4% | +36.1% | +191.4% | +181.7% |
| 5Y | +173.0% | +90.3% | +82.7% | +100.3% |
| 10Y | +409.6% | +841.0% | -431.3% | +125.2% |
| All | +409.6% | +892.4% | -482.8% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling