-28.4%
STZ vs LPLA
+79.1%
-107.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +11.8% | +7.6% | +4.1% | +11.0% |
| 30D | +26.0% | -9.5% | +35.4% | +26.9% |
| 3M | +11.5% | -16.3% | +27.9% | +13.1% |
| 6M | -2.0% | -8.0% | +6.0% | -1.5% |
| YTD | +7.9% | -15.5% | +23.4% | +9.0% |
| 1Y | +13.9% | -19.4% | +33.3% | +15.7% |
| 3Y | -35.8% | +39.7% | -75.6% | -39.9% |
| 5Y | -28.4% | +83.0% | -111.4% | -37.1% |
| All | -28.4% | +79.1% | -107.5% | -37.1% |
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