+32.3%
NSC vs LPLA
+80.3%
-48.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | +1.7% | -9.5% | +11.2% | +3.1% |
| 3M | -2.6% | -21.9% | +19.3% | +1.1% |
| 6M | +6.4% | -2.6% | +9.0% | +6.0% |
| YTD | +15.5% | -17.8% | +33.3% | +17.8% |
| 1Y | +17.6% | -21.2% | +38.8% | +20.9% |
| 3Y | +75.0% | +30.6% | +44.3% | +60.8% |
| All | +32.3% | +80.3% | -48.1% | +10.1% |
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