+270.1%
SIMO vs LPLA
+145.4%
+124.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +4.2% | -3.1% | +7.3% | +4.9% |
| 30D | +4.1% | -0.1% | +4.2% | +4.0% |
| 3M | -12.9% | +23.2% | -36.1% | -17.1% |
| 6M | +110.3% | +15.5% | +94.8% | +101.8% |
| YTD | +178.6% | +0.9% | +177.7% | +175.0% |
| 1Y | +220.0% | +0.2% | +219.8% | +215.5% |
| 3Y | +409.0% | +55.2% | +353.8% | +355.7% |
| All | +270.1% | +145.4% | +124.6% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling