+4,507.3%
SITM vs LPLA
+307.0%
+4,200.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.7% |
| 7D | +8.4% | -2.1% | +10.4% | +9.6% |
| 30D | -17.4% | -3.3% | -14.1% | -16.0% |
| 3M | -9.8% | +23.5% | -33.4% | -21.4% |
| 6M | +83.0% | +12.0% | +71.0% | +65.3% |
| YTD | +69.6% | -1.7% | +71.3% | +62.4% |
| 1Y | +144.9% | +3.2% | +141.7% | +126.7% |
| 3Y | +429.9% | +46.2% | +383.7% | +289.5% |
| 5Y | +169.2% | +144.9% | +24.3% | +36.3% |
| All | +4,507.3% | +307.0% | +4,200.3% | +1,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling