+212.0%
NXT vs LPLA
+20.3%
+191.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -9.4% | -0.9% | -8.5% | -9.2% |
| 30D | +15.1% | -9.5% | +24.6% | +17.7% |
| 3M | -9.1% | -21.9% | +12.8% | -3.6% |
| 6M | -30.3% | -2.6% | -27.7% | -30.9% |
| YTD | +9.1% | -17.8% | +26.9% | +12.8% |
| 1Y | +7.9% | -21.2% | +29.1% | +13.0% |
| 3Y | +176.5% | +30.6% | +145.9% | +145.0% |
| All | +212.0% | +20.3% | +191.7% | +177.9% |
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