+82.6%
SMR vs LPLA
+44.8%
+37.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +13.1% | -1.5% | +14.6% | +13.9% |
| 30D | +17.8% | -6.0% | +23.7% | +21.9% |
| 3M | +8.1% | +21.4% | -13.3% | -8.0% |
| 6M | -11.1% | +12.1% | -23.2% | -20.3% |
| YTD | -23.7% | -1.8% | -21.9% | -23.5% |
| 1Y | -69.4% | +3.2% | -72.6% | -70.3% |
| All | +82.6% | +44.8% | +37.8% | +66.1% |
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