+81.2%
LPLA vs NWSA
+15.3%
+65.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.1% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -10.2% | -11.3% | +1.2% | -5.8% |
| 3M | -22.3% | -8.1% | -14.2% | -19.7% |
| 6M | -0.5% | -0.7% | +0.2% | -1.0% |
| YTD | -17.9% | +1.3% | -19.2% | -19.6% |
| 1Y | -22.0% | -1.3% | -20.7% | -22.7% |
| 3Y | +29.4% | +28.4% | +1.0% | +11.9% |
| 5Y | +81.2% | +15.3% | +65.9% | +71.6% |
| All | +81.2% | +15.3% | +65.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling