-70.1%
STLA vs LPLA
+78.4%
-148.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -4.5% | +4.1% | -8.7% | -5.7% |
| 30D | -3.9% | -9.0% | +5.1% | -2.0% |
| 3M | -20.2% | -17.6% | -2.5% | -16.0% |
| 6M | -42.2% | -8.8% | -33.3% | -41.5% |
| YTD | -59.3% | -17.0% | -42.3% | -58.2% |
| 1Y | -56.1% | -20.4% | -35.6% | -54.1% |
| 3Y | -73.7% | +35.4% | -109.1% | -78.5% |
| All | -70.1% | +78.4% | -148.6% | -81.9% |
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 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