+589.7%
NTAP vs LPLA
+1,198.0%
-608.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | -7.0% | -6.0% | -1.1% | -5.0% |
| 3M | +12.3% | +21.4% | -9.1% | +4.3% |
| 6M | +85.1% | +12.1% | +73.0% | +75.8% |
| YTD | +74.8% | -1.8% | +76.6% | +73.2% |
| 1Y | +52.7% | +3.2% | +49.5% | +47.9% |
| 3Y | +147.7% | +45.9% | +101.7% | +105.4% |
| 5Y | +124.8% | +144.7% | -19.9% | +45.0% |
| 10Y | +589.7% | +1,222.4% | -632.7% | +150.9% |
| All | +589.7% | +1,198.0% | -608.3% | +150.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling