+10.7%
NVS vs LPLA
+3.8%
+6.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -14.3% | -1.5% | -12.7% | -14.2% |
| 30D | -10.0% | -6.0% | -3.9% | -9.9% |
| 3M | -10.9% | +24.0% | -34.9% | -11.3% |
| 6M | -12.0% | +17.0% | -29.0% | -12.0% |
| YTD | +2.5% | -0.7% | +3.2% | +2.3% |
| 1Y | +10.7% | +2.1% | +8.6% | +9.3% |
| All | +10.7% | +3.8% | +6.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling