+326.9%
NSC vs LPLA
+1,194.2%
-867.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.4% |
| 7D | -1.5% | -2.1% | +0.6% | -0.8% |
| 30D | -1.9% | -3.3% | +1.4% | -0.9% |
| 3M | +6.2% | +23.5% | -17.3% | -1.5% |
| 6M | +9.2% | +12.0% | -2.8% | +3.9% |
| YTD | +15.0% | -1.7% | +16.7% | +13.5% |
| 1Y | +21.1% | +3.2% | +17.9% | +16.6% |
| 3Y | +78.6% | +46.2% | +32.4% | +45.4% |
| 5Y | +45.9% | +144.9% | -99.0% | -10.8% |
| 10Y | +326.9% | +1,195.1% | -868.2% | +33.5% |
| All | +326.9% | +1,194.2% | -867.4% | +33.5% |
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 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