+387.2%
NVS vs LPLA
+1,275.5%
-888.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.5% | -11.4% | -13.6% |
| 7D | -14.6% | -2.1% | -12.5% | -14.3% |
| 30D | -11.9% | -3.3% | -8.6% | -11.5% |
| 3M | -6.0% | +23.5% | -29.5% | -8.7% |
| 6M | -11.4% | +12.0% | -23.4% | -13.0% |
| YTD | +2.9% | -1.7% | +4.6% | +2.5% |
| 1Y | +10.2% | +3.2% | +7.0% | +8.8% |
| 3Y | +55.3% | +46.2% | +9.1% | +42.8% |
| 5Y | +89.6% | +144.9% | -55.3% | +56.8% |
| 10Y | +176.1% | +1,195.1% | -1,019.0% | +66.9% |
| All | +387.2% | +1,275.5% | -888.3% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling