+10.1%
NEE vs LPLA
+145.5%
-135.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | -1.7% | -6.0% | +4.3% | -1.5% |
| 3M | -1.8% | +21.4% | -23.2% | -2.4% |
| 6M | -8.8% | +12.1% | -20.9% | -9.2% |
| YTD | +5.2% | -1.8% | +7.0% | +5.3% |
| 1Y | +21.3% | +3.2% | +18.1% | +21.1% |
| 3Y | +35.2% | +45.9% | -10.7% | +32.1% |
| 5Y | +10.1% | +144.7% | -134.5% | +5.9% |
| All | +10.1% | +145.5% | -135.4% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling