-25.9%
STRL vs LPLA
-16.5%
-9.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.6% | -26.1% | -22.1% |
| 7D | -27.1% | +15.7% | -42.8% | -29.3% |
| 30D | -45.8% | -6.2% | -39.6% | -44.7% |
| 3M | -47.6% | -12.0% | -35.6% | -45.5% |
| 6M | -46.4% | -2.7% | -43.7% | -46.2% |
| YTD | -7.4% | -12.5% | +5.2% | -6.0% |
| 1Y | -25.9% | -16.5% | -9.3% | -19.6% |
| All | -25.9% | -16.5% | -9.4% | -19.6% |
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