-40.7%
STLA vs LPLA
+3.3%
-44.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.5% |
| 30D | -5.2% | -6.0% | +0.8% | -4.8% |
| 3M | -24.9% | +21.4% | -46.2% | -26.0% |
| 6M | -25.2% | +12.1% | -37.3% | -25.7% |
| YTD | -51.4% | -1.8% | -49.6% | -52.0% |
| 1Y | -40.7% | +3.2% | -43.9% | -42.0% |
| All | -40.7% | +3.3% | -44.0% | -42.0% |
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