+635.8%
STZ vs LPLA
+1,311.2%
-675.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.9% | -3.1% | +1.1% | -1.3% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | -6.2% | +23.2% | -29.5% | -10.5% |
| 6M | -14.0% | +15.5% | -29.5% | -17.1% |
| YTD | -5.1% | +0.9% | -6.0% | -6.4% |
| 1Y | -9.6% | +0.2% | -9.7% | -10.9% |
| 3Y | -47.2% | +55.2% | -102.5% | -54.2% |
| 5Y | -33.6% | +145.4% | -179.0% | -50.4% |
| 10Y | -9.8% | +1,229.7% | -1,239.4% | -55.1% |
| All | +635.8% | +1,311.2% | -675.4% | +229.0% |
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