+73.3%
NSC vs LPLA
+36.1%
+37.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.6% |
| 7D | -6.6% | +4.1% | -10.8% | -7.0% |
| 30D | +2.2% | -9.0% | +11.2% | +3.1% |
| 3M | -6.2% | -17.6% | +11.4% | -4.3% |
| 6M | +1.7% | -8.8% | +10.5% | +2.3% |
| YTD | +12.2% | -17.0% | +29.3% | +13.8% |
| 1Y | +15.4% | -20.4% | +35.8% | +17.8% |
| 3Y | +73.3% | +35.4% | +37.9% | +76.6% |
| All | +73.3% | +36.1% | +37.3% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling