-9.4%
NVTS vs LPLA
+106.2%
-115.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.2% |
| 30D | -11.9% | -6.0% | -5.9% | -9.4% |
| 3M | -49.2% | +21.4% | -70.6% | -54.5% |
| 6M | +38.4% | +12.1% | +26.3% | +27.1% |
| YTD | +62.5% | -1.8% | +64.3% | +62.3% |
| 1Y | +101.4% | +3.2% | +98.2% | +97.1% |
| 3Y | +40.4% | +45.9% | -5.5% | +7.9% |
| All | -9.4% | +106.2% | -115.5% | -50.1% |
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 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