+97.4%
STM vs LPLA
+4.5%
+92.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | +5.2% | -2.1% | +7.3% | +5.4% |
| 30D | -7.4% | -3.3% | -4.0% | -7.1% |
| 3M | -30.6% | +23.5% | -54.2% | -32.4% |
| 6M | +66.4% | +12.0% | +54.4% | +64.5% |
| YTD | +101.1% | -1.7% | +102.8% | +103.0% |
| 1Y | +97.4% | +3.2% | +94.2% | +95.1% |
| All | +97.4% | +4.5% | +92.8% | +95.1% |
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