+136.7%
NTAP vs LPLA
+143.6%
-6.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.7% |
| 7D | +3.3% | -2.1% | +5.3% | +3.9% |
| 30D | -0.2% | -3.3% | +3.1% | +0.8% |
| 3M | +11.4% | +23.5% | -12.1% | +4.2% |
| 6M | +88.7% | +12.0% | +76.7% | +80.6% |
| YTD | +78.9% | -1.7% | +80.6% | +77.6% |
| 1Y | +58.8% | +3.2% | +55.6% | +54.7% |
| 3Y | +153.5% | +46.2% | +107.3% | +119.4% |
| 5Y | +136.7% | +144.9% | -8.2% | +61.3% |
| All | +136.7% | +143.6% | -6.9% | +61.3% |
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