+0.2%
LPLA vs NTRS
+47.2%
-47.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -0.1% | +1.7% | -1.8% | -1.2% |
| 3M | +23.2% | +8.9% | +14.4% | +16.1% |
| 6M | +15.5% | +30.6% | -15.0% | -5.7% |
| YTD | +0.9% | +38.7% | -37.8% | -19.6% |
| 1Y | +0.2% | +48.1% | -47.9% | -23.9% |
| All | +0.2% | +47.2% | -47.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling