+667.4%
NFLX vs LPLA
+1,226.8%
-559.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -8.1% | -3.7% | -4.4% | -7.3% |
| 30D | +1.6% | -6.4% | +8.0% | +3.1% |
| 3M | -7.3% | +20.2% | -27.5% | -11.3% |
| 6M | -21.6% | +12.8% | -34.4% | -24.2% |
| YTD | -18.9% | -2.5% | -16.4% | -19.5% |
| 1Y | -39.1% | +1.9% | -41.0% | -40.4% |
| 3Y | +71.7% | +45.0% | +26.7% | +51.1% |
| 5Y | +27.0% | +146.6% | -119.7% | -4.1% |
| All | +667.4% | +1,226.8% | -559.4% | +323.5% |
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 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