+129.8%
STLD vs LPLA
+29.3%
+100.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | 0.0% |
| 7D | +6.9% | -2.8% | +9.6% | +7.7% |
| 30D | -1.5% | -10.2% | +8.7% | +0.9% |
| 3M | -9.7% | -22.3% | +12.6% | -3.5% |
| 6M | +2.3% | -0.5% | +2.8% | +1.3% |
| YTD | +41.0% | -17.9% | +58.9% | +47.2% |
| 1Y | +51.8% | -22.0% | +73.9% | +61.1% |
| All | +129.8% | +29.3% | +100.5% | +114.6% |
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