+101.7%
SMR vs LPLA
+29.4%
+72.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -8.3% | -0.9% | -7.3% | -7.7% |
| 30D | -20.1% | -9.5% | -10.6% | -16.3% |
| 3M | -52.7% | -21.9% | -30.8% | -46.3% |
| 6M | -61.0% | -2.6% | -58.4% | -62.7% |
| YTD | -67.1% | -17.8% | -49.3% | -63.9% |
| 1Y | -79.9% | -21.2% | -58.7% | -77.2% |
| 3Y | +101.7% | +30.6% | +71.1% | +106.0% |
| All | +101.7% | +29.4% | +72.4% | +106.0% |
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