+340.7%
SMTC vs LPLA
+758.1%
-417.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +11.0% | -0.9% | +12.0% | +11.5% |
| 30D | -28.5% | -9.5% | -19.0% | -26.5% |
| 3M | -14.2% | -21.9% | +7.6% | -6.5% |
| 6M | -18.0% | -2.6% | -15.4% | -19.9% |
| YTD | +55.5% | -17.8% | +73.3% | +60.4% |
| 1Y | +69.5% | -21.2% | +90.7% | +78.7% |
| 3Y | +699.7% | +30.6% | +669.0% | +551.7% |
| 5Y | +27.4% | +81.3% | -53.9% | -16.5% |
| All | +340.7% | +758.1% | -417.3% | +58.0% |
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 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