+445.6%
SITM vs LPLA
+43.8%
+401.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +4.8% | -3.7% | +8.5% | +6.5% |
| 30D | -9.7% | -6.4% | -3.3% | -7.3% |
| 3M | -9.3% | +20.2% | -29.5% | -17.3% |
| 6M | +69.5% | +12.8% | +56.7% | +56.2% |
| YTD | +70.5% | -2.5% | +73.0% | +66.7% |
| 1Y | +145.3% | +1.9% | +143.3% | +132.2% |
| All | +445.6% | +43.8% | +401.8% | +367.3% |
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