+1,140.3%
NOC vs LPLA
+1,311.2%
-170.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | -3.1% | -2.1% | -4.7% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -5.1% | +23.2% | -28.3% | -8.5% |
| 6M | -31.1% | +15.5% | -46.6% | -33.1% |
| YTD | -8.6% | +0.9% | -9.5% | -9.3% |
| 1Y | -9.7% | +0.2% | -9.9% | -10.7% |
| 3Y | +24.3% | +55.2% | -30.9% | +10.9% |
| 5Y | +52.6% | +145.4% | -92.8% | +21.2% |
| 10Y | +183.6% | +1,229.7% | -1,046.1% | +51.2% |
| All | +1,140.3% | +1,311.2% | -170.9% | +482.9% |
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