-38.8%
STLA vs LPLA
+0.7%
-39.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.6% | -3.1% | +5.6% | +2.8% |
| 30D | -1.2% | -0.1% | -1.2% | -1.3% |
| 3M | -24.8% | +23.2% | -48.0% | -25.9% |
| 6M | -25.6% | +15.5% | -41.1% | -26.2% |
| YTD | -48.9% | +0.9% | -49.8% | -49.5% |
| 1Y | -38.8% | +0.2% | -38.9% | -40.4% |
| All | -38.8% | +0.7% | -39.5% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling