+72.7%
NEM vs LPLA
+0.7%
+72.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.6% |
| 30D | +23.1% | -0.1% | +23.2% | +23.0% |
| 3M | +18.5% | +23.2% | -4.7% | +15.7% |
| 6M | +7.8% | +15.5% | -7.8% | +5.6% |
| YTD | +29.1% | +0.9% | +28.2% | +30.2% |
| 1Y | +72.7% | +0.2% | +72.5% | +74.8% |
| All | +72.7% | +0.7% | +72.0% | +74.8% |
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