+1.5%
SMR vs LPLA
+98.0%
-96.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.2% |
| 7D | +4.7% | -3.7% | +8.4% | +6.4% |
| 30D | +3.2% | -6.4% | +9.6% | +6.1% |
| 3M | +9.9% | +20.2% | -10.3% | -1.4% |
| 6M | -15.1% | +12.8% | -28.0% | -21.6% |
| YTD | -27.9% | -2.5% | -25.4% | -27.6% |
| 1Y | -70.2% | +1.9% | -72.2% | -70.6% |
| 3Y | +72.5% | +45.0% | +27.5% | +54.7% |
| All | +1.5% | +98.0% | -96.5% | -14.4% |
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