+41.5%
NU vs LPLA
+121.9%
-80.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -3.5% |
| 7D | -4.9% | -1.5% | -3.3% | -4.3% |
| 30D | +7.8% | -6.0% | +13.8% | +10.4% |
| 3M | +20.9% | +24.0% | -3.1% | +9.5% |
| 6M | +0.9% | +17.0% | -16.1% | -7.0% |
| YTD | -12.7% | -0.7% | -12.0% | -14.1% |
| 1Y | -6.4% | +2.1% | -8.5% | -9.6% |
| 3Y | +98.1% | +48.7% | +49.4% | +49.7% |
| All | +41.5% | +121.9% | -80.4% | -29.4% |
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 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