+1,817.6%
SMH vs LPLA
+1,251.7%
+565.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | -2.8% | -6.0% | +3.2% | -0.7% |
| 3M | -6.7% | +24.0% | -30.8% | -14.5% |
| 6M | +41.8% | +17.0% | +24.8% | +31.6% |
| YTD | +57.9% | -0.7% | +58.5% | +54.9% |
| 1Y | +87.6% | +2.1% | +85.5% | +81.3% |
| 3Y | +282.9% | +48.7% | +234.3% | +213.8% |
| 5Y | +330.4% | +151.2% | +179.2% | +176.2% |
| All | +1,817.6% | +1,251.7% | +565.9% | +721.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling