-27.3%
NRG vs LPLA
+3.8%
-31.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.7% | -1.5% | -3.1% | -4.5% |
| 30D | -6.0% | -6.0% | 0.0% | -5.3% |
| 3M | -8.0% | +24.0% | -32.0% | -10.4% |
| 6M | -23.2% | +17.0% | -40.1% | -24.4% |
| YTD | -28.1% | -0.7% | -27.4% | -26.7% |
| 1Y | -27.3% | +2.1% | -29.4% | -26.5% |
| All | -27.3% | +3.8% | -31.0% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling