+388.8%
SIMO vs LPLA
+758.1%
-369.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | -24.0% | -9.5% | -14.5% | -22.7% |
| 3M | -31.8% | -21.9% | -9.9% | -27.9% |
| 6M | -36.9% | -2.6% | -34.3% | -38.0% |
| YTD | +84.8% | -17.8% | +102.6% | +88.8% |
| 1Y | +99.0% | -21.2% | +120.2% | +106.1% |
| 3Y | +217.9% | +30.6% | +187.3% | +176.0% |
| 5Y | +171.5% | +81.3% | +90.1% | +101.3% |
| All | +388.8% | +758.1% | -369.3% | +110.0% |
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