+300.2%
NEM vs LPLA
+1,226.8%
-926.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.3% | -3.7% | +0.4% | -3.2% |
| 30D | +7.8% | -6.4% | +14.2% | +8.0% |
| 3M | +36.3% | +20.2% | +16.1% | +35.5% |
| 6M | +6.6% | +12.8% | -6.3% | +6.1% |
| YTD | +27.1% | -2.5% | +29.6% | +27.1% |
| 1Y | +62.3% | +1.9% | +60.4% | +62.2% |
| 3Y | +245.1% | +45.0% | +200.1% | +242.3% |
| 5Y | +154.0% | +146.6% | +7.4% | +145.4% |
| All | +300.2% | +1,226.8% | -926.6% | +258.4% |
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 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