+668.9%
NSC vs LPLA
+1,311.2%
-642.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | -3.1% | -2.4% | -4.6% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +7.7% | +23.2% | -15.6% | +0.3% |
| 6M | +4.5% | +15.5% | -11.0% | -1.3% |
| YTD | +15.6% | +0.9% | +14.7% | +13.2% |
| 1Y | +19.8% | +0.2% | +19.7% | +16.8% |
| 3Y | +70.1% | +55.2% | +14.9% | +38.2% |
| 5Y | +46.1% | +145.4% | -99.3% | -4.5% |
| 10Y | +328.1% | +1,229.7% | -901.6% | +52.1% |
| All | +668.9% | +1,311.2% | -642.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling