+62.3%
NEM vs LPLA
+2.8%
+59.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.3% | -3.7% | +0.4% | -2.8% |
| 30D | +7.8% | -6.4% | +14.2% | +8.7% |
| 3M | +36.3% | +20.2% | +16.1% | +33.0% |
| 6M | +6.6% | +12.8% | -6.3% | +4.4% |
| YTD | +27.1% | -2.5% | +29.6% | +28.8% |
| 1Y | +62.3% | +1.9% | +60.4% | +64.8% |
| All | +62.3% | +2.8% | +59.5% | +64.8% |
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