+646.7%
NSC vs LPLA
+1,060.6%
-413.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -6.6% | +4.1% | -10.8% | -7.8% |
| 30D | +2.2% | -9.0% | +11.2% | +4.6% |
| 3M | -6.2% | -17.6% | +11.4% | -1.3% |
| 6M | +1.7% | -8.8% | +10.5% | +3.0% |
| YTD | +12.2% | -17.0% | +29.3% | +15.8% |
| 1Y | +15.4% | -20.4% | +35.8% | +20.5% |
| 3Y | +73.3% | +35.4% | +37.9% | +45.5% |
| 5Y | +24.7% | +79.7% | -55.1% | -10.1% |
| 10Y | +324.5% | +915.0% | -590.5% | +62.7% |
| All | +646.7% | +1,060.6% | -413.9% | +144.4% |
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 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