-35.2%
STZ vs LPLA
+29.4%
-64.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | +15.2% | -9.5% | +24.7% | +15.6% |
| 3M | +7.6% | -21.9% | +29.5% | +8.7% |
| 6M | +5.3% | -2.6% | +7.9% | +5.3% |
| YTD | +8.6% | -17.8% | +26.4% | +9.6% |
| 1Y | +15.6% | -21.2% | +36.7% | +16.8% |
| 3Y | -35.2% | +30.6% | -65.8% | -34.3% |
| All | -35.2% | +29.4% | -64.5% | -34.3% |
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 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