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  • STRL vs LPLA✓SelectedUSD · LPLASTRL vs LPLA performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,178.3%
LPLA return
+1,194.2%
Excess return
+5,984.1%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D+3.2%-2.5%+5.8%+4.4%
7D+10.1%-2.1%+12.2%+11.1%
30D-8.2%-3.3%-4.9%-7.0%
3M-43.7%+23.5%-67.2%-49.7%
6M+27.1%+12.0%+15.1%+18.7%
YTD+64.0%-1.7%+65.7%+61.6%
1Y+75.2%+3.2%+71.9%+68.1%
3Y+539.9%+46.2%+493.7%+410.3%
5Y+2,133.0%+144.9%+1,988.1%+1,212.7%
10Y+7,178.3%+1,195.1%+5,983.2%+2,233.4%
All+7,178.3%+1,194.2%+5,984.1%+2,233.4%

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