+750.3%
NVT vs LPLA
+508.5%
+241.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.8% | +3.6% |
| 7D | +4.1% | -1.5% | +5.6% | +4.9% |
| 30D | -5.1% | -6.0% | +0.9% | -2.1% |
| 3M | -1.2% | +24.0% | -25.2% | -12.9% |
| 6M | +46.6% | +17.0% | +29.6% | +31.5% |
| YTD | +60.0% | -0.7% | +60.7% | +55.8% |
| 1Y | +70.8% | +2.1% | +68.7% | +63.3% |
| 3Y | +187.5% | +48.7% | +138.9% | +113.6% |
| 5Y | +426.1% | +151.2% | +274.9% | +158.0% |
| All | +750.3% | +508.5% | +241.7% | +111.2% |
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