+344.1%
NEM vs LPLA
+758.1%
-414.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.4% | -0.9% | -5.5% | -6.4% |
| 30D | +1.4% | -9.5% | +10.9% | +1.6% |
| 3M | -0.7% | -21.9% | +21.1% | -0.1% |
| 6M | -4.5% | -2.6% | -1.9% | -4.5% |
| YTD | +14.0% | -17.8% | +31.8% | +14.5% |
| 1Y | +27.3% | -21.2% | +48.5% | +27.8% |
| 3Y | +250.5% | +30.6% | +219.9% | +249.0% |
| 5Y | +121.1% | +81.3% | +39.7% | +116.8% |
| All | +344.1% | +758.1% | -414.0% | +353.6% |
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