+764.1%
STLD vs LPLA
+860.0%
-95.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.4% |
| 7D | -11.1% | +4.1% | -15.3% | -13.1% |
| 30D | -4.8% | -9.0% | +4.2% | -1.4% |
| 3M | -14.6% | -17.6% | +3.1% | -7.2% |
| 6M | -7.4% | -8.8% | +1.4% | -5.5% |
| YTD | +32.6% | -17.0% | +49.6% | +40.0% |
| 1Y | +47.3% | -20.4% | +67.7% | +58.8% |
| 3Y | +107.5% | +35.4% | +72.1% | +55.8% |
| 5Y | +268.8% | +79.7% | +189.1% | +118.4% |
| All | +764.1% | +860.0% | -95.9% | +113.0% |
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 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