+422.5%
STM vs LPLA
+892.4%
-469.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +5.3% |
| 7D | -5.6% | +2.3% | -7.9% | -6.5% |
| 30D | -14.4% | -7.7% | -6.8% | -12.2% |
| 3M | -20.5% | -15.7% | -4.8% | -15.6% |
| 6M | -24.5% | +0.8% | -25.3% | -26.7% |
| YTD | +72.7% | -14.2% | +86.9% | +77.5% |
| 1Y | +91.0% | -17.9% | +108.9% | +100.3% |
| 3Y | +13.5% | +36.1% | -22.6% | -9.8% |
| 5Y | -9.2% | +90.3% | -99.5% | -42.5% |
| 10Y | +422.5% | +841.0% | -418.4% | +83.7% |
| All | +422.5% | +892.4% | -469.9% | +83.7% |
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