+144.7%
LPLA vs NWSA
+40.1%
+104.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.5% | -3.1% | +1.5% | -0.3% |
| 30D | -6.0% | +4.3% | -10.3% | -7.6% |
| 3M | +21.4% | +9.2% | +12.1% | +16.5% |
| 6M | +12.1% | +21.6% | -9.5% | +2.4% |
| YTD | -1.8% | +14.2% | -16.1% | -8.3% |
| 1Y | +3.2% | +1.8% | +1.5% | +1.4% |
| 3Y | +45.9% | +44.4% | +1.5% | +20.0% |
| 5Y | +144.7% | +41.0% | +103.7% | +100.4% |
| All | +144.7% | +40.1% | +104.6% | +100.4% |
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