+105.8%
STT vs LPLA
+93.2%
+12.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.1% | +3.6% | -2.5% | -0.2% |
| 30D | -1.9% | -6.8% | +4.9% | -0.1% |
| 3M | -7.6% | -17.0% | +9.4% | -1.6% |
| 6M | +16.0% | +1.8% | +14.2% | +13.4% |
| YTD | +36.2% | -13.4% | +49.6% | +40.8% |
| 1Y | +46.8% | -17.5% | +64.3% | +54.6% |
| 3Y | +177.8% | +36.5% | +141.3% | +127.9% |
| 5Y | +105.8% | +92.6% | +13.2% | +28.3% |
| All | +105.8% | +93.2% | +12.7% | +28.3% |
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