-60.9%
STLA vs LPLA
+150.0%
-210.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.6% | -3.1% | +5.6% | +3.7% |
| 30D | -1.2% | -0.1% | -1.2% | -1.3% |
| 3M | -24.8% | +23.2% | -48.0% | -30.3% |
| 6M | -25.6% | +15.5% | -41.1% | -29.9% |
| YTD | -48.9% | +0.9% | -49.8% | -50.2% |
| 1Y | -38.8% | +0.2% | -38.9% | -40.4% |
| 3Y | -64.5% | +55.2% | -119.8% | -71.8% |
| All | -60.9% | +150.0% | -210.9% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling