+487.8%
STT vs LPLA
+1,084.6%
-596.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.5% |
| 7D | +0.4% | -3.2% | +3.6% | +2.0% |
| 30D | -0.4% | -8.6% | +8.2% | +2.7% |
| 3M | -6.5% | -18.7% | +12.2% | +1.6% |
| 6M | +17.2% | +4.5% | +12.6% | +12.3% |
| YTD | +38.2% | -15.3% | +53.5% | +44.7% |
| 1Y | +49.3% | -19.9% | +69.2% | +60.3% |
| 3Y | +181.9% | +33.4% | +148.5% | +124.2% |
| 5Y | +106.9% | +87.4% | +19.5% | +32.7% |
| 10Y | +203.1% | +800.4% | -597.3% | -6.4% |
| All | +487.8% | +1,084.6% | -596.8% | +38.0% |
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