+322.4%
NET vs LPLA
+43.4%
+279.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.2% |
| 7D | -16.4% | +15.7% | -32.1% | -21.1% |
| 30D | -25.8% | -6.2% | -19.7% | -24.5% |
| 3M | -11.5% | -12.0% | +0.5% | -7.8% |
| 6M | +18.9% | -2.7% | +21.7% | +18.5% |
| YTD | +35.2% | -12.5% | +47.8% | +38.6% |
| 1Y | +14.5% | -16.5% | +31.0% | +20.1% |
| All | +322.4% | +43.4% | +279.0% | +315.1% |
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 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