+164.3%
NEM vs LPLA
+1,049.0%
-884.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -4.2% | -22.3% | +18.1% | -3.9% |
| 6M | -5.5% | -0.5% | -5.0% | -5.5% |
| YTD | +13.5% | -17.9% | +31.4% | +13.8% |
| 1Y | +22.2% | -22.0% | +44.2% | +22.5% |
| 3Y | +249.0% | +29.4% | +219.5% | +248.7% |
| 5Y | +120.1% | +81.2% | +38.9% | +118.5% |
| 10Y | +356.3% | +773.4% | -417.1% | +344.4% |
| All | +164.3% | +1,049.0% | -884.7% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling