+495.9%
SPMO vs LPLA
+784.7%
-288.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +6.3% | -0.9% | +7.3% | +6.5% |
| 30D | -8.9% | -9.5% | +0.6% | -7.3% |
| 3M | -13.2% | -21.9% | +8.6% | -9.0% |
| 6M | -9.3% | -2.6% | -6.7% | -9.9% |
| YTD | +11.6% | -17.8% | +29.4% | +14.4% |
| 1Y | +13.4% | -21.2% | +34.6% | +17.3% |
| 3Y | +122.9% | +30.6% | +92.3% | +102.7% |
| 5Y | +113.9% | +81.3% | +32.6% | +77.3% |
| 10Y | +460.5% | +773.9% | -313.4% | +256.9% |
| All | +495.9% | +784.7% | -288.8% | +281.0% |
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