-30.1%
NVTS vs LPLA
+72.6%
-102.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.4% | -6.4% |
| 7D | +3.9% | -0.9% | +4.9% | +4.5% |
| 30D | -4.3% | -9.5% | +5.2% | -0.5% |
| 3M | -34.5% | -21.9% | -12.6% | -27.1% |
| 6M | -57.7% | -2.6% | -55.1% | -58.2% |
| YTD | +25.4% | -17.8% | +43.2% | +35.1% |
| 1Y | +13.1% | -21.2% | +34.3% | +24.8% |
| 3Y | +48.9% | +30.6% | +18.3% | +18.2% |
| 5Y | -51.8% | +81.3% | -133.1% | -72.2% |
| All | -30.1% | +72.6% | -102.7% | -58.5% |
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