+1,328.3%
LPLA vs NTRS
+458.7%
+869.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | -6.0% | -0.7% | -5.4% | -5.6% |
| 3M | +24.0% | +11.3% | +12.7% | +14.9% |
| 6M | +17.0% | +35.5% | -18.5% | -6.3% |
| YTD | -0.7% | +40.6% | -41.3% | -22.4% |
| 1Y | +2.1% | +49.2% | -47.1% | -23.7% |
| 3Y | +48.7% | +167.2% | -118.5% | -29.3% |
| 5Y | +151.2% | +94.9% | +56.3% | +44.8% |
| 10Y | +1,238.3% | +259.5% | +978.8% | +382.3% |
| All | +1,328.3% | +458.7% | +869.7% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling