+5.3%
STLA vs LPLA
+824.7%
-819.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.0% |
| 7D | -4.9% | +3.6% | -8.6% | -6.3% |
| 30D | -4.9% | -6.8% | +1.9% | -3.5% |
| 3M | -23.7% | -17.0% | -6.6% | -18.8% |
| 6M | -45.0% | +1.8% | -46.8% | -46.8% |
| YTD | -60.9% | -13.4% | -47.5% | -60.3% |
| 1Y | -58.9% | -17.5% | -41.4% | -57.4% |
| 3Y | -74.4% | +36.5% | -110.9% | -79.9% |
| 5Y | -71.5% | +92.6% | -164.2% | -82.1% |
| 10Y | +5.3% | +809.2% | -803.9% | -64.7% |
| All | +5.3% | +824.7% | -819.5% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling