+25.7%
SMTC vs LPLA
+92.2%
-66.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -10.9% | +3.6% | -14.6% | -11.9% |
| 30D | -39.4% | -6.8% | -32.6% | -38.5% |
| 3M | -13.5% | -17.0% | +3.5% | -9.0% |
| 6M | -6.8% | +1.8% | -8.7% | -10.1% |
| YTD | +54.0% | -13.4% | +67.4% | +56.2% |
| 1Y | +50.8% | -17.5% | +68.3% | +56.5% |
| 3Y | +677.3% | +36.5% | +640.9% | +561.3% |
| All | +25.7% | +92.2% | -66.5% | -18.1% |
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 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