How do you calculate the percentile of a portfolio (v. other lenders)...
What net return would you consider being in the 99th percentile?
You'd have to have an set of returns to compare. I would use Excel's percentilerank function. Or I guess you could use a Z-Test if it is normally distributed
Is there a file that has this data (net returns)?
No, there is no publicly available file that has every investor's returns in it. The closest thing you can get is LC's nice "Understanding My Returns" chart from its account overview page.