+51.1%
NEM vs LPLA
-16.5%
+67.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +9.2% |
| 7D | +3.7% | +15.7% | -12.0% | +1.8% |
| 30D | +2.0% | -6.2% | +8.2% | +2.7% |
| 3M | +21.1% | -12.0% | +33.1% | +23.2% |
| 6M | +9.5% | -2.7% | +12.2% | +9.5% |
| YTD | +19.1% | -12.5% | +31.6% | +22.1% |
| 1Y | +51.1% | -16.5% | +67.6% | +62.4% |
| All | +51.1% | -16.5% | +67.6% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling