+4.9%
STM vs LPLA
+36.1%
-31.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.8% |
| 7D | -10.7% | +4.1% | -14.9% | -11.6% |
| 30D | -25.7% | -9.0% | -16.7% | -24.4% |
| 3M | -21.6% | -17.6% | -3.9% | -18.3% |
| 6M | -27.8% | -8.8% | -19.0% | -26.9% |
| YTD | +61.8% | -17.0% | +78.8% | +67.0% |
| 1Y | +78.1% | -20.4% | +98.5% | +86.4% |
| 3Y | +4.9% | +35.4% | -30.5% | +3.9% |
| All | +4.9% | +36.1% | -31.2% | +3.9% |
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