+139.1%
STLD vs LPLA
+54.7%
+84.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.1% | -3.1% | +6.2% | +4.1% |
| 30D | -9.0% | -0.1% | -8.9% | -8.9% |
| 3M | -12.4% | +23.2% | -35.6% | -17.8% |
| 6M | +25.5% | +15.5% | +10.0% | +19.6% |
| YTD | +43.6% | +0.9% | +42.7% | +42.3% |
| 1Y | +87.2% | +0.2% | +87.0% | +84.6% |
| All | +139.1% | +54.7% | +84.4% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling