+48.7%
LPLA vs NTRS
+168.2%
-119.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | -1.5% | +1.4% | -2.9% | -2.3% |
| 30D | -6.0% | -0.7% | -5.4% | -5.6% |
| 3M | +24.0% | +11.3% | +12.7% | +16.7% |
| 6M | +17.0% | +35.5% | -18.5% | -2.1% |
| YTD | -0.7% | +40.6% | -41.3% | -18.1% |
| 1Y | +2.1% | +49.2% | -47.1% | -18.5% |
| 3Y | +48.7% | +167.2% | -118.5% | -6.2% |
| All | +48.7% | +168.2% | -119.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling