+150.5%
SPMO vs LPLA
+147.5%
+3.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | 0.0% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | -1.9% | -6.0% | +4.1% | -0.4% |
| 3M | -1.4% | +24.0% | -25.4% | -7.2% |
| 6M | +25.5% | +17.0% | +8.5% | +19.2% |
| YTD | +24.8% | -0.7% | +25.5% | +23.6% |
| 1Y | +24.5% | +2.1% | +22.4% | +21.8% |
| 3Y | +157.1% | +48.7% | +108.5% | +122.6% |
| All | +150.5% | +147.5% | +3.0% | +67.1% |
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