+543.3%
SMTC vs LPLA
+1,311.2%
-768.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.3% | +9.5% | +9.3% |
| 7D | +12.7% | -3.1% | +15.8% | +14.1% |
| 30D | +22.0% | -0.1% | +22.1% | +21.7% |
| 3M | -12.7% | +23.2% | -35.9% | -20.7% |
| 6M | +64.8% | +15.5% | +49.2% | +51.1% |
| YTD | +100.7% | +0.9% | +99.8% | +93.5% |
| 1Y | +146.9% | +0.2% | +146.7% | +137.2% |
| 3Y | +456.8% | +55.2% | +401.6% | +341.2% |
| 5Y | +89.2% | +145.4% | -56.2% | +17.7% |
| 10Y | +426.9% | +1,229.7% | -802.8% | +65.1% |
| All | +543.3% | +1,311.2% | -768.0% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling