+1,222.4%
LPLA vs VIG
+241.3%
+981.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.5% |
| 7D | -1.5% | -1.2% | -0.4% | 0.0% |
| 30D | -6.0% | -2.8% | -3.1% | -2.4% |
| 3M | +21.4% | +2.5% | +18.9% | +17.5% |
| 6M | +12.1% | +8.1% | +4.0% | +1.0% |
| YTD | -1.8% | +9.6% | -11.4% | -12.9% |
| 1Y | +3.2% | +14.2% | -10.9% | -13.2% |
| 3Y | +45.9% | +56.1% | -10.2% | -18.9% |
| 5Y | +144.7% | +62.8% | +81.8% | +28.1% |
| 10Y | +1,222.4% | +248.2% | +974.2% | +169.6% |
| All | +1,222.4% | +241.3% | +981.1% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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