+7.5%
SMR vs LPLA
+99.3%
-91.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +13.1% | -1.5% | +14.6% | +13.7% |
| 30D | +17.8% | -6.0% | +23.7% | +20.8% |
| 3M | +8.1% | +21.4% | -13.3% | -3.5% |
| 6M | -11.1% | +12.1% | -23.2% | -17.6% |
| YTD | -23.7% | -1.8% | -21.9% | -23.6% |
| 1Y | -69.4% | +3.2% | -72.6% | -70.0% |
| 3Y | +82.6% | +45.9% | +36.7% | +63.2% |
| All | +7.5% | +99.3% | -91.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling