+47.8%
STLD vs LPLA
-21.0%
+68.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.8% |
| 7D | -11.1% | +4.1% | -15.3% | -11.7% |
| 30D | -4.8% | -9.0% | +4.2% | -3.3% |
| 3M | -14.6% | -17.6% | +3.1% | -11.3% |
| 6M | -7.4% | -8.8% | +1.4% | -5.1% |
| YTD | +32.6% | -17.0% | +49.6% | +38.7% |
| All | +47.8% | -21.0% | +68.8% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling