+736.3%
SPYM vs LPLA
+1,049.0%
-312.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | +3.3% | -2.8% | +6.0% | +3.9% |
| 30D | -2.6% | -10.2% | +7.5% | -0.6% |
| 3M | -1.7% | -22.3% | +20.5% | +3.7% |
| 6M | +3.1% | -0.5% | +3.6% | +2.1% |
| YTD | +12.0% | -17.9% | +29.8% | +15.3% |
| 1Y | +12.1% | -22.0% | +34.1% | +16.9% |
| 3Y | +78.5% | +29.4% | +49.1% | +60.0% |
| 5Y | +73.8% | +81.2% | -7.4% | +38.5% |
| 10Y | +312.5% | +773.4% | -460.9% | +119.8% |
| All | +736.3% | +1,049.0% | -312.7% | +291.1% |
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 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