+94.1%
NVS vs LPLA
+142.4%
-48.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -15.7% | -3.7% | -12.0% | -15.5% |
| 30D | -11.1% | -6.4% | -4.7% | -10.7% |
| 3M | -7.2% | +20.2% | -27.4% | -8.3% |
| 6M | -12.3% | +12.8% | -25.2% | -13.1% |
| YTD | +2.8% | -2.5% | +5.3% | +2.6% |
| 1Y | +11.9% | +1.9% | +10.0% | +11.4% |
| 3Y | +55.1% | +45.0% | +10.1% | +46.8% |
| 5Y | +94.1% | +146.6% | -52.6% | +66.9% |
| All | +94.1% | +142.4% | -48.3% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling