+200.6%
NEM vs LPLA
+1,311.2%
-1,110.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | +23.1% | -0.1% | +23.2% | +23.1% |
| 3M | +18.5% | +23.2% | -4.7% | +18.1% |
| 6M | +7.8% | +15.5% | -7.8% | +7.5% |
| YTD | +29.1% | +0.9% | +28.2% | +29.0% |
| 1Y | +72.7% | +0.2% | +72.5% | +72.6% |
| 3Y | +248.7% | +55.2% | +193.5% | +247.7% |
| 5Y | +148.7% | +145.4% | +3.2% | +145.6% |
| 10Y | +304.8% | +1,229.7% | -924.9% | +294.4% |
| All | +200.6% | +1,311.2% | -1,110.7% | +190.5% |
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