+119.0%
SMTC vs LPLA
+145.5%
-26.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +22.5% | -1.5% | +24.0% | +23.0% |
| 30D | +24.9% | -6.0% | +30.9% | +27.3% |
| 3M | +4.1% | +21.4% | -17.3% | -4.1% |
| 6M | +92.6% | +12.1% | +80.5% | +80.2% |
| YTD | +122.5% | -1.8% | +124.3% | +118.5% |
| 1Y | +166.2% | +3.2% | +163.0% | +154.7% |
| 3Y | +577.2% | +45.9% | +531.2% | +473.3% |
| 5Y | +119.0% | +144.7% | -25.7% | +36.2% |
| All | +119.0% | +145.5% | -26.6% | +36.2% |
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