+1.5%
STLA vs LPLA
+758.1%
-756.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -13.8% | -0.9% | -12.8% | -13.4% |
| 30D | -10.5% | -9.5% | -1.0% | -8.1% |
| 3M | -28.9% | -21.9% | -7.0% | -22.4% |
| 6M | -49.7% | -2.6% | -47.1% | -50.5% |
| YTD | -64.9% | -17.8% | -47.1% | -63.6% |
| 1Y | -64.0% | -21.2% | -42.9% | -62.0% |
| 3Y | -77.4% | +30.6% | -108.1% | -82.0% |
| 5Y | -74.4% | +81.3% | -155.8% | -83.6% |
| All | +1.5% | +758.1% | -756.6% | -67.3% |
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