+908.1%
NEE vs LPLA
+1,311.2%
-403.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.9% | -3.1% | +5.0% | +2.2% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | -1.2% | +23.2% | -24.4% | -3.2% |
| 6M | -8.6% | +15.5% | -24.1% | -10.1% |
| YTD | +6.2% | +0.9% | +5.3% | +5.6% |
| 1Y | +21.1% | +0.2% | +20.9% | +20.3% |
| 3Y | +36.4% | +55.2% | -18.8% | +27.6% |
| 5Y | +11.4% | +145.4% | -134.1% | -3.0% |
| 10Y | +250.0% | +1,229.7% | -979.7% | +152.6% |
| All | +908.1% | +1,311.2% | -403.2% | +586.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling