+48.7%
STLA vs LPLA
+1,198.0%
-1,149.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -5.2% | -6.0% | +0.8% | -2.8% |
| 3M | -24.9% | +21.4% | -46.2% | -31.2% |
| 6M | -25.2% | +12.1% | -37.3% | -29.7% |
| YTD | -51.4% | -1.8% | -49.6% | -52.4% |
| 1Y | -40.7% | +3.2% | -43.9% | -43.6% |
| 3Y | -66.3% | +45.9% | -112.2% | -73.7% |
| 5Y | -63.2% | +144.7% | -207.9% | -78.8% |
| 10Y | +48.7% | +1,222.4% | -1,173.7% | -58.2% |
| All | +48.7% | +1,198.0% | -1,149.3% | -58.2% |
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