+1,449.6%
NET vs LPLA
+357.0%
+1,092.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | -3.1% | -3.9% | -6.0% |
| 30D | -4.8% | -0.1% | -4.7% | -4.6% |
| 3M | +3.8% | +23.2% | -19.4% | -3.3% |
| 6M | +50.0% | +15.5% | +34.5% | +42.0% |
| YTD | +41.5% | +0.9% | +40.6% | +39.1% |
| 1Y | +32.8% | +0.2% | +32.7% | +30.8% |
| 3Y | +335.9% | +55.2% | +280.7% | +277.0% |
| 5Y | +113.8% | +145.4% | -31.6% | +64.2% |
| All | +1,449.6% | +357.0% | +1,092.6% | +1,105.2% |
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