+168.4%
SITM vs LPLA
+144.0%
+24.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.7% | -1.5% | +5.2% | +4.6% |
| 30D | -14.5% | -6.0% | -8.5% | -11.8% |
| 3M | -10.6% | +21.4% | -31.9% | -20.7% |
| 6M | +65.5% | +12.1% | +53.5% | +50.3% |
| YTD | +67.0% | -1.8% | +68.9% | +60.8% |
| 1Y | +138.6% | +3.2% | +135.4% | +121.6% |
| 3Y | +421.8% | +45.9% | +375.9% | +287.2% |
| All | +168.4% | +144.0% | +24.3% | +19.6% |
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 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