-52.6%
STLA vs LPLA
-16.5%
-36.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +3.9% |
| 7D | -0.6% | +15.7% | -16.4% | 0.0% |
| 30D | +3.6% | -6.2% | +9.7% | +3.9% |
| 3M | -20.6% | -12.0% | -8.6% | -20.3% |
| 6M | -34.3% | -2.7% | -31.6% | -34.1% |
| YTD | -57.3% | -12.5% | -44.8% | -58.6% |
| 1Y | -52.6% | -16.5% | -36.1% | -52.0% |
| All | -52.6% | -16.5% | -36.2% | -52.0% |
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 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