+7,836.4%
NVDA vs LPLA
+758.1%
+7,078.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.7% | -0.9% | -11.8% | -12.5% |
| 30D | -26.4% | -9.5% | -16.9% | -23.9% |
| 3M | -27.6% | -21.9% | -5.8% | -20.4% |
| 6M | -27.7% | -2.6% | -25.1% | -28.8% |
| YTD | -12.5% | -17.8% | +5.3% | -8.3% |
| 1Y | -12.6% | -21.2% | +8.5% | -6.6% |
| 3Y | +235.9% | +30.6% | +205.3% | +175.5% |
| 5Y | +438.2% | +81.3% | +356.9% | +266.3% |
| All | +7,836.4% | +758.1% | +7,078.4% | +2,741.4% |
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