+120.1%
NEM vs LPLA
+81.8%
+38.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.9% |
| 7D | -5.9% | -2.8% | -3.1% | -5.9% |
| 30D | -2.6% | -10.2% | +7.6% | -2.6% |
| 3M | -4.2% | -22.3% | +18.1% | -4.4% |
| 6M | -5.5% | -0.5% | -5.0% | -5.4% |
| YTD | +13.5% | -17.9% | +31.4% | +13.4% |
| 1Y | +22.2% | -22.0% | +44.2% | +21.7% |
| 3Y | +249.0% | +29.4% | +219.5% | +262.6% |
| 5Y | +120.1% | +81.2% | +38.9% | +147.7% |
| All | +120.1% | +81.8% | +38.3% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling