+75.2%
STRL vs LPLA
+4.5%
+70.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +4.1% |
| 7D | +10.1% | -2.1% | +12.2% | +10.8% |
| 30D | -8.2% | -3.3% | -4.9% | -7.3% |
| 3M | -43.7% | +23.5% | -67.2% | -48.7% |
| 6M | +27.1% | +12.0% | +15.1% | +21.6% |
| YTD | +64.0% | -1.7% | +65.7% | +63.6% |
| 1Y | +75.2% | +3.2% | +71.9% | +74.8% |
| All | +75.2% | +4.5% | +70.6% | +74.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling