+575.6%
NUE vs LPLA
+1,251.7%
-676.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | -0.6% | -1.5% | +0.9% | +0.1% |
| 30D | -4.6% | -6.0% | +1.4% | -1.9% |
| 3M | -0.3% | +24.0% | -24.4% | -9.9% |
| 6M | +51.9% | +17.0% | +34.9% | +39.7% |
| YTD | +60.0% | -0.7% | +60.7% | +57.0% |
| 1Y | +82.9% | +2.1% | +80.8% | +75.8% |
| 3Y | +66.0% | +48.7% | +17.3% | +28.1% |
| 5Y | +149.0% | +151.2% | -2.3% | +40.1% |
| All | +575.6% | +1,251.7% | -676.0% | +77.9% |
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