-3.6%
SMR vs LPLA
+104.9%
-108.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.4% | -3.1% | +7.5% | +5.9% |
| 30D | +3.4% | -0.1% | +3.5% | +3.1% |
| 3M | -19.2% | +23.2% | -42.4% | -28.2% |
| 6M | -22.6% | +15.5% | -38.2% | -29.2% |
| YTD | -31.5% | +0.9% | -32.4% | -32.2% |
| 1Y | -73.1% | +0.2% | -73.2% | -73.2% |
| 3Y | +55.0% | +55.2% | -0.3% | +35.9% |
| All | -3.6% | +104.9% | -108.4% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling