+215.7%
SIMO vs LPLA
+36.1%
+179.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.4% |
| 7D | -22.0% | +4.1% | -26.1% | -22.4% |
| 30D | -43.0% | -9.0% | -34.0% | -42.4% |
| 3M | -39.1% | -17.6% | -21.5% | -37.4% |
| 6M | -33.3% | -8.8% | -24.5% | -33.2% |
| YTD | +77.0% | -17.0% | +94.0% | +80.4% |
| 1Y | +73.0% | -20.4% | +93.4% | +78.9% |
| 3Y | +215.7% | +35.4% | +180.3% | +199.9% |
| All | +215.7% | +36.1% | +179.6% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling