-7.8%
NVTS vs LPLA
+111.9%
-119.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.7% | -3.1% | +5.8% | +4.3% |
| 30D | -4.5% | -0.1% | -4.4% | -4.7% |
| 3M | -61.5% | +23.2% | -84.8% | -65.7% |
| 6M | +28.0% | +15.5% | +12.4% | +15.9% |
| YTD | +65.3% | +0.9% | +64.4% | +63.0% |
| 1Y | +113.0% | +0.2% | +112.8% | +110.9% |
| 3Y | +34.7% | +55.2% | -20.5% | -0.2% |
| All | -7.8% | +111.9% | -119.7% | -49.9% |
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 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