+845.1%
LPLA vs NWSA
+97.3%
+747.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -10.2% | -11.3% | +1.2% | -4.7% |
| 3M | -22.3% | -8.1% | -14.2% | -19.2% |
| 6M | -0.5% | -0.7% | +0.2% | -1.3% |
| YTD | -17.9% | +1.3% | -19.2% | -20.2% |
| 1Y | -22.0% | -1.3% | -20.7% | -23.3% |
| 3Y | +29.4% | +28.4% | +1.0% | +8.2% |
| 5Y | +81.2% | +15.3% | +65.9% | +55.9% |
| 10Y | +773.4% | +142.7% | +630.7% | +365.2% |
| All | +845.1% | +97.3% | +747.9% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling