+96.5%
STM vs LPLA
-16.5%
+113.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.6% | -10.7% | -6.4% |
| 7D | -6.0% | +15.7% | -21.7% | -7.2% |
| 30D | -20.9% | -6.2% | -14.8% | -20.5% |
| 3M | -15.8% | -12.0% | -3.8% | -14.9% |
| 6M | -17.0% | -2.7% | -14.3% | -16.0% |
| YTD | +76.8% | -12.5% | +89.3% | +79.2% |
| 1Y | +96.5% | -16.5% | +113.0% | +107.8% |
| All | +96.5% | -16.5% | +113.0% | +107.8% |
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