+245.4%
NEE vs LPLA
+1,226.8%
-981.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.9% | -3.7% | +1.7% | -1.6% |
| 30D | -3.1% | -6.4% | +3.2% | -2.5% |
| 3M | -2.4% | +20.2% | -22.6% | -4.4% |
| 6M | -8.6% | +12.8% | -21.4% | -10.0% |
| YTD | +4.9% | -2.5% | +7.4% | +4.7% |
| 1Y | +19.4% | +1.9% | +17.4% | +18.3% |
| 3Y | +34.9% | +45.0% | -10.1% | +26.0% |
| 5Y | +11.0% | +146.6% | -135.6% | -6.3% |
| All | +245.4% | +1,226.8% | -981.4% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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