+37.9%
NTR vs LPLA
+46.5%
-8.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.5% |
| 7D | -1.3% | -1.5% | +0.3% | -1.2% |
| 30D | +16.8% | -6.0% | +22.8% | +17.4% |
| 3M | +20.7% | +24.0% | -3.3% | +18.1% |
| 6M | +0.5% | +17.0% | -16.5% | -1.3% |
| YTD | +29.2% | -0.7% | +29.9% | +28.8% |
| 1Y | +39.6% | +2.1% | +37.5% | +38.6% |
| 3Y | +37.9% | +48.7% | -10.8% | +35.0% |
| All | +37.9% | +46.5% | -8.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling