+167.1%
NXT vs LPLA
+42.7%
+124.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -2.6% | -3.7% | +1.1% | -1.6% |
| 30D | -22.4% | -6.4% | -16.1% | -21.1% |
| 3M | -27.3% | +20.2% | -47.5% | -31.5% |
| 6M | -28.5% | +12.8% | -41.3% | -31.7% |
| YTD | -6.6% | -2.5% | -4.1% | -7.2% |
| 1Y | +20.4% | +1.9% | +18.4% | +18.0% |
| 3Y | +90.9% | +45.0% | +45.9% | +66.4% |
| All | +167.1% | +42.7% | +124.3% | +128.6% |
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