+12.7%
NLY vs LPLA
+3.8%
+9.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.7% |
| 7D | -4.0% | -1.5% | -2.4% | -3.8% |
| 30D | -5.2% | -6.0% | +0.8% | -4.6% |
| 3M | +2.8% | +24.0% | -21.2% | +0.4% |
| 6M | +4.2% | +17.0% | -12.8% | +2.5% |
| YTD | +4.7% | -0.7% | +5.3% | +4.2% |
| 1Y | +12.7% | +2.1% | +10.6% | +10.6% |
| All | +12.7% | +3.8% | +9.0% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling