+1,210.9%
LPLA vs NVMI
+3,158.6%
-1,947.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | -6.0% | -8.4% | +2.4% | -4.1% |
| 3M | +24.0% | -33.6% | +57.6% | +36.1% |
| 6M | +17.0% | -14.7% | +31.7% | +17.1% |
| YTD | -0.7% | +13.2% | -13.9% | -9.6% |
| 1Y | +2.1% | +29.0% | -26.9% | -11.7% |
| 3Y | +48.7% | +215.0% | -166.3% | -12.1% |
| 5Y | +151.2% | +268.6% | -117.3% | +32.5% |
| All | +1,210.9% | +3,158.6% | -1,947.8% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling