+459.4%
STM vs LPLA
+784.1%
-324.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.4% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | -8.4% | -8.6% | +0.3% | -5.6% |
| 3M | -15.8% | -18.7% | +2.9% | -9.3% |
| 6M | -22.8% | +4.5% | -27.4% | -26.3% |
| YTD | +79.4% | -15.3% | +94.7% | +85.3% |
| 1Y | +97.0% | -19.9% | +116.9% | +108.6% |
| 3Y | +14.2% | +33.4% | -19.2% | -8.7% |
| 5Y | -4.5% | +87.4% | -91.9% | -39.3% |
| All | +459.4% | +784.1% | -324.7% | +89.4% |
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