+56.7%
NOC vs LPLA
+145.5%
-88.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -1.5% | 0.0% | -1.4% |
| 30D | -10.4% | -6.0% | -4.4% | -9.9% |
| 3M | -5.6% | +21.4% | -27.0% | -7.2% |
| 6M | -30.4% | +12.1% | -42.5% | -31.2% |
| YTD | -8.5% | -1.8% | -6.6% | -8.5% |
| 1Y | -8.3% | +3.2% | -11.5% | -8.9% |
| 3Y | +28.2% | +45.9% | -17.7% | +21.6% |
| 5Y | +56.7% | +144.7% | -87.9% | +40.7% |
| All | +56.7% | +145.5% | -88.8% | +40.7% |
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