+24.4%
NSC vs LPLA
+78.4%
-54.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.5% |
| 7D | -6.6% | +4.1% | -10.8% | -7.2% |
| 30D | +2.2% | -9.0% | +11.2% | +3.5% |
| 3M | -6.2% | -17.6% | +11.4% | -3.6% |
| 6M | +1.7% | -8.8% | +10.5% | +2.5% |
| YTD | +12.2% | -17.0% | +29.3% | +14.4% |
| 1Y | +15.4% | -20.4% | +35.8% | +18.5% |
| 3Y | +73.3% | +35.4% | +37.9% | +58.2% |
| All | +24.4% | +78.4% | -54.1% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling