+16.7%
STM vs LPLA
+29.4%
-12.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +12.0% | -0.9% | +12.9% | +12.2% |
| 30D | -0.4% | -9.5% | +9.1% | +1.6% |
| 3M | -13.2% | -21.9% | +8.7% | -8.4% |
| 6M | -26.1% | -2.6% | -23.5% | -26.7% |
| YTD | +81.2% | -17.8% | +99.0% | +87.4% |
| 1Y | +98.3% | -21.2% | +119.5% | +108.0% |
| 3Y | +16.7% | +30.6% | -13.9% | +15.4% |
| All | +16.7% | +29.4% | -12.6% | +15.4% |
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 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