+646.2%
STX vs LPLA
+37.6%
+608.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +9.2% |
| 7D | -14.8% | +2.3% | -17.1% | -15.0% |
| 30D | -35.4% | -7.7% | -27.7% | -34.6% |
| 3M | -37.7% | -15.7% | -22.0% | -35.9% |
| 6M | -35.2% | +0.8% | -36.1% | -36.4% |
| YTD | +84.4% | -14.2% | +98.6% | +88.8% |
| 1Y | +82.3% | -17.9% | +100.2% | +88.8% |
| 3Y | +646.2% | +36.1% | +610.1% | +607.0% |
| All | +646.2% | +37.6% | +608.6% | +607.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling