+1,060.8%
LPLA vs NWSA
+127.4%
+933.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | -0.1% | +4.6% | -4.7% | -2.5% |
| 3M | +23.2% | +13.2% | +10.0% | +14.9% |
| 6M | +15.5% | +27.0% | -11.5% | +0.9% |
| YTD | +0.9% | +16.8% | -15.9% | -8.6% |
| 1Y | +0.2% | +4.5% | -4.3% | -4.2% |
| 3Y | +55.2% | +46.2% | +9.0% | +21.5% |
| 5Y | +145.4% | +40.9% | +104.5% | +90.2% |
| 10Y | +1,229.7% | +145.1% | +1,084.5% | +596.3% |
| All | +1,060.8% | +127.4% | +933.4% | +520.8% |
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