+552.2%
STT vs LPLA
+1,311.2%
-759.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | -3.1% | +3.5% | +2.0% |
| 30D | +3.9% | -0.1% | +3.9% | +3.9% |
| 3M | +20.0% | +23.2% | -3.3% | +8.2% |
| 6M | +55.3% | +15.5% | +39.8% | +43.3% |
| YTD | +53.3% | +0.9% | +52.4% | +50.0% |
| 1Y | +74.7% | +0.2% | +74.5% | +69.9% |
| 3Y | +205.8% | +55.2% | +150.6% | +129.6% |
| 5Y | +145.0% | +145.4% | -0.4% | +39.8% |
| 10Y | +266.0% | +1,229.7% | -963.6% | -3.1% |
| All | +552.2% | +1,311.2% | -759.1% | +43.0% |
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