+54.3%
STLA vs LPLA
+1,084.6%
-1,030.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.7% |
| 7D | -11.6% | -3.2% | -8.4% | -10.6% |
| 30D | -6.2% | -8.6% | +2.5% | -4.2% |
| 3M | -24.6% | -18.7% | -5.9% | -19.8% |
| 6M | -44.9% | +4.5% | -49.5% | -47.0% |
| YTD | -62.3% | -15.3% | -46.9% | -61.4% |
| 1Y | -61.8% | -19.9% | -41.9% | -60.1% |
| 3Y | -75.3% | +33.4% | -108.8% | -79.6% |
| 5Y | -72.5% | +87.4% | -159.9% | -80.8% |
| 10Y | +0.8% | +800.4% | -799.7% | -59.8% |
| All | +54.3% | +1,084.6% | -1,030.3% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling