+2.5%
STLA vs LPLA
+757.5%
-755.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.1% | -4.9% |
| 7D | -13.1% | -2.8% | -10.3% | -12.1% |
| 30D | -13.3% | -10.2% | -3.1% | -10.6% |
| 3M | -27.9% | -22.3% | -5.6% | -21.1% |
| 6M | -47.8% | -0.5% | -47.4% | -49.1% |
| YTD | -64.6% | -17.9% | -46.7% | -63.2% |
| 1Y | -64.0% | -22.0% | -42.0% | -61.8% |
| 3Y | -76.8% | +29.4% | -106.2% | -81.4% |
| 5Y | -74.2% | +81.2% | -155.4% | -83.4% |
| All | +2.5% | +757.5% | -755.0% | -66.9% |
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