+138.6%
NOK vs LPLA
+1,251.7%
-1,113.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.3% |
| 7D | +11.0% | -1.5% | +12.5% | +11.4% |
| 30D | +7.8% | -6.0% | +13.9% | +9.4% |
| 3M | -21.0% | +24.0% | -45.0% | -25.5% |
| 6M | +40.9% | +17.0% | +23.9% | +34.2% |
| YTD | +72.0% | -0.7% | +72.7% | +69.9% |
| 1Y | +140.9% | +2.1% | +138.8% | +135.0% |
| 3Y | +194.3% | +48.7% | +145.6% | +150.7% |
| 5Y | +112.5% | +151.2% | -38.7% | +50.2% |
| All | +138.6% | +1,251.7% | -1,113.1% | +8.3% |
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