+799.8%
STLD vs LPLA
+797.0%
+2.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.3% |
| 7D | -0.5% | -3.2% | +2.7% | +1.2% |
| 30D | -0.1% | -8.6% | +8.6% | +3.3% |
| 3M | -9.2% | -18.7% | +9.5% | -0.6% |
| 6M | +1.8% | +4.5% | -2.8% | -3.3% |
| YTD | +42.1% | -15.3% | +57.5% | +48.6% |
| 1Y | +58.5% | -19.9% | +78.4% | +70.4% |
| 3Y | +128.2% | +33.4% | +94.8% | +73.2% |
| 5Y | +288.2% | +87.4% | +200.8% | +124.4% |
| 10Y | +799.8% | +800.4% | -0.6% | +122.0% |
| All | +799.8% | +797.0% | +2.8% | +122.0% |
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