+1,381.0%
NET vs LPLA
+296.1%
+1,084.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.0% |
| 7D | -16.4% | +15.7% | -32.1% | -20.3% |
| 30D | -25.8% | -6.2% | -19.7% | -24.8% |
| 3M | -11.5% | -12.0% | +0.5% | -8.6% |
| 6M | +18.9% | -2.7% | +21.7% | +18.3% |
| YTD | +35.2% | -12.5% | +47.8% | +37.8% |
| 1Y | +14.5% | -16.5% | +31.0% | +18.5% |
| 3Y | +313.8% | +44.6% | +269.2% | +263.1% |
| 5Y | +32.6% | +87.3% | -54.7% | +7.4% |
| All | +1,381.0% | +296.1% | +1,084.9% | +1,093.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling