+77.9%
NLY vs LPLA
+1,251.7%
-1,173.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.9% |
| 7D | -4.0% | -1.5% | -2.4% | -3.6% |
| 30D | -5.2% | -6.0% | +0.8% | -3.8% |
| 3M | +2.8% | +24.0% | -21.2% | -2.8% |
| 6M | +4.2% | +17.0% | -12.8% | -0.5% |
| YTD | +4.7% | -0.7% | +5.3% | +3.6% |
| 1Y | +12.7% | +2.1% | +10.6% | +10.4% |
| 3Y | +62.5% | +48.7% | +13.9% | +39.2% |
| 5Y | +26.3% | +151.2% | -124.9% | -12.4% |
| All | +77.9% | +1,251.7% | -1,173.8% | -1.9% |
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