+3,443.3%
STRL vs LPLA
+1,311.2%
+2,132.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.4% | -3.1% | +6.5% | +4.8% |
| 30D | -9.2% | -0.1% | -9.2% | -9.4% |
| 3M | -51.0% | +23.2% | -74.3% | -55.7% |
| 6M | +15.8% | +15.5% | +0.2% | +7.3% |
| YTD | +58.9% | +0.9% | +58.0% | +55.1% |
| 1Y | +68.5% | +0.2% | +68.4% | +64.5% |
| 3Y | +485.2% | +55.2% | +430.0% | +365.7% |
| 5Y | +2,005.1% | +145.4% | +1,859.7% | +1,221.4% |
| 10Y | +7,118.0% | +1,229.7% | +5,888.3% | +2,203.5% |
| All | +3,443.3% | +1,311.2% | +2,132.0% | +768.6% |
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