+589.7%
NTAP vs LPLA
+797.0%
-207.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.3% | +4.8% |
| 7D | -2.4% | -3.2% | +0.7% | -1.2% |
| 30D | -23.4% | -8.6% | -14.8% | -21.6% |
| 3M | -7.5% | -18.7% | +11.2% | -1.4% |
| 6M | +56.4% | +4.5% | +51.8% | +51.6% |
| YTD | +73.6% | -15.3% | +88.9% | +79.7% |
| 1Y | +68.4% | -19.9% | +88.3% | +77.8% |
| 3Y | +150.6% | +33.4% | +117.2% | +111.8% |
| 5Y | +122.5% | +87.4% | +35.1% | +56.3% |
| 10Y | +589.7% | +800.4% | -210.7% | +169.1% |
| All | +589.7% | +797.0% | -207.3% | +169.1% |
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 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