+1,741.4%
STRL vs LPLA
+1,060.6%
+680.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | -26.9% | +4.1% | -31.1% | -28.6% |
| 30D | -52.7% | -9.0% | -43.6% | -51.6% |
| 3M | -52.8% | -17.6% | -35.2% | -49.9% |
| 6M | -71.5% | -8.8% | -62.6% | -71.2% |
| YTD | -17.4% | -17.0% | -0.4% | -14.1% |
| 1Y | -35.0% | -20.4% | -14.5% | -30.9% |
| 3Y | +239.2% | +35.4% | +203.8% | +180.6% |
| 5Y | +830.2% | +79.7% | +750.4% | +555.3% |
| 10Y | +3,574.7% | +915.0% | +2,659.8% | +1,188.0% |
| All | +1,741.4% | +1,060.6% | +680.8% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling