+3,988.2%
STRL vs LPLA
+892.4%
+3,095.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.4% | +11.6% | +13.4% |
| 7D | -13.3% | +2.3% | -15.6% | -14.5% |
| 30D | -43.3% | -7.7% | -35.7% | -42.2% |
| 3M | -46.9% | -15.7% | -31.2% | -43.7% |
| 6M | -65.6% | +0.8% | -66.4% | -66.9% |
| YTD | -5.1% | -14.2% | +9.1% | -2.3% |
| 1Y | -23.1% | -17.9% | -5.2% | -18.9% |
| 3Y | +346.8% | +36.1% | +310.8% | +260.0% |
| 5Y | +907.2% | +90.3% | +816.8% | +552.9% |
| 10Y | +3,988.2% | +841.0% | +3,147.2% | +1,362.0% |
| All | +3,988.2% | +892.4% | +3,095.7% | +1,362.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling