-18.0%
SMTC vs LPLA
+0.1%
-18.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.0% |
| 7D | +11.0% | -0.9% | +12.0% | +10.7% |
| 30D | -28.5% | -9.5% | -19.0% | -29.1% |
| 3M | -14.2% | -21.9% | +7.6% | -19.7% |
| 6M | -18.0% | -2.6% | -15.4% | -19.8% |
| All | -18.0% | +0.1% | -18.1% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling