+100.0%
SIMO vs LPLA
-23.2%
+123.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.8% |
| 7D | +14.9% | -2.9% | +17.7% | +14.3% |
| 30D | -27.0% | -10.2% | -16.7% | -27.4% |
| 3M | -25.4% | -22.3% | -3.0% | -26.5% |
| 6M | -30.3% | -0.6% | -29.7% | -31.0% |
| YTD | +95.8% | -17.9% | +113.7% | +96.3% |
| 1Y | +100.0% | -22.1% | +122.1% | +111.6% |
| All | +100.0% | -23.2% | +123.2% | +111.6% |
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