+266.4%
STT vs LPLA
+1,198.0%
-931.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.0% | -1.5% | +2.5% | +1.8% |
| 30D | +2.8% | -6.0% | +8.8% | +6.1% |
| 3M | +18.1% | +21.4% | -3.2% | +6.5% |
| 6M | +59.2% | +12.1% | +47.1% | +48.1% |
| YTD | +51.5% | -1.8% | +53.3% | +49.8% |
| 1Y | +75.7% | +3.2% | +72.5% | +67.8% |
| 3Y | +200.8% | +45.9% | +154.8% | +125.1% |
| 5Y | +155.8% | +144.7% | +11.1% | +32.4% |
| 10Y | +266.4% | +1,222.4% | -956.1% | -12.1% |
| All | +266.4% | +1,198.0% | -931.6% | -12.1% |
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 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