+246.1%
NEM vs LPLA
+45.1%
+201.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.7% |
| 7D | +3.9% | -2.1% | +5.9% | +3.9% |
| 30D | +12.7% | -3.3% | +16.1% | +12.9% |
| 3M | +28.7% | +23.5% | +5.1% | +27.5% |
| 6M | +9.8% | +12.0% | -2.2% | +9.0% |
| YTD | +28.1% | -1.7% | +29.8% | +28.1% |
| 1Y | +69.3% | +3.2% | +66.1% | +69.6% |
| All | +246.1% | +45.1% | +201.0% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling