+25.1%
NLY vs LPLA
+147.5%
-122.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | +2.8% | +24.0% | -21.2% | -0.5% |
| 6M | +4.2% | +17.0% | -12.8% | +1.5% |
| YTD | +4.7% | -0.7% | +5.3% | +4.1% |
| 1Y | +12.7% | +2.1% | +10.6% | +11.4% |
| 3Y | +62.5% | +48.7% | +13.9% | +49.0% |
| All | +25.1% | +147.5% | -122.4% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling