+615.9%
SMTC vs LPLA
+46.5%
+569.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.5% |
| 7D | +13.1% | -1.5% | +14.6% | +13.6% |
| 30D | +19.5% | -6.0% | +25.5% | +21.6% |
| 3M | +2.2% | +24.0% | -21.8% | -6.1% |
| 6M | +94.9% | +17.0% | +77.9% | +79.8% |
| YTD | +127.0% | -0.7% | +127.6% | +123.8% |
| 1Y | +174.6% | +2.1% | +172.5% | +165.9% |
| 3Y | +615.9% | +48.7% | +567.2% | +572.1% |
| All | +615.9% | +46.5% | +569.4% | +572.1% |
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