+189.8%
NOC vs LPLA
+1,251.7%
-1,061.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | -9.7% | -6.0% | -3.7% | -8.8% |
| 3M | -5.6% | +24.0% | -29.7% | -8.9% |
| 6M | -28.6% | +17.0% | -45.6% | -30.6% |
| YTD | -7.9% | -0.7% | -7.2% | -8.3% |
| 1Y | -9.5% | +2.1% | -11.6% | -10.6% |
| 3Y | +28.4% | +48.7% | -20.3% | +16.3% |
| 5Y | +59.0% | +151.2% | -92.3% | +26.6% |
| All | +189.8% | +1,251.7% | -1,061.9% | +66.3% |
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