+762.3%
STM vs LPLA
+1,311.2%
-548.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.8% | -3.1% | +8.9% | +7.1% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -33.3% | +23.2% | -56.5% | -39.3% |
| 6M | +57.4% | +15.5% | +41.8% | +45.6% |
| YTD | +102.2% | +0.9% | +101.3% | +96.5% |
| 1Y | +99.6% | +0.2% | +99.4% | +92.9% |
| 3Y | +14.5% | +55.2% | -40.7% | -11.1% |
| 5Y | +21.4% | +145.4% | -124.1% | -26.6% |
| 10Y | +695.0% | +1,229.7% | -534.7% | +130.2% |
| All | +762.3% | +1,311.2% | -548.9% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling