+784.6%
STRL vs LPLA
+78.4%
+706.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | -26.9% | +4.1% | -31.1% | -28.5% |
| 30D | -52.7% | -9.0% | -43.6% | -51.5% |
| 3M | -52.8% | -17.6% | -35.2% | -49.8% |
| 6M | -71.5% | -8.8% | -62.6% | -71.2% |
| YTD | -17.4% | -17.0% | -0.4% | -13.9% |
| 1Y | -35.0% | -20.4% | -14.5% | -30.6% |
| 3Y | +239.2% | +35.4% | +203.8% | +182.6% |
| All | +784.6% | +78.4% | +706.2% | +511.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling