+117.7%
NLY vs LPLA
+1,263.8%
-1,146.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -3.6% | -3.7% | 0.0% | -3.0% |
| 30D | -4.9% | -6.4% | +1.4% | -3.8% |
| 3M | +6.2% | +20.2% | -14.0% | +2.3% |
| 6M | +4.5% | +12.8% | -8.4% | +1.6% |
| YTD | +5.1% | -2.5% | +7.6% | +4.7% |
| 1Y | +13.5% | +1.9% | +11.6% | +11.8% |
| 3Y | +65.6% | +45.0% | +20.6% | +48.7% |
| 5Y | +26.9% | +146.6% | -119.7% | -0.8% |
| 10Y | +81.8% | +1,213.6% | -1,131.8% | +12.9% |
| All | +117.7% | +1,263.8% | -1,146.1% | +27.4% |
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