+340.6%
STRL vs LPLA
+29.4%
+311.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +15.7% | -0.9% | +16.6% | +16.1% |
| 30D | -35.5% | -9.5% | -26.0% | -33.7% |
| 3M | -47.1% | -21.9% | -25.3% | -42.1% |
| 6M | -65.8% | -2.6% | -63.2% | -66.6% |
| YTD | -4.5% | -17.8% | +13.3% | +0.4% |
| 1Y | -10.5% | -21.2% | +10.7% | -3.5% |
| 3Y | +340.6% | +30.6% | +310.0% | +291.1% |
| All | +340.6% | +29.4% | +311.2% | +291.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling