+738.1%
LPLA vs VIG
+262.6%
+475.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.9% | +3.5% | -4.4% | -5.3% |
| 30D | -9.5% | +4.9% | -14.4% | -15.1% |
| 3M | -21.9% | +2.5% | -24.4% | -24.3% |
| 6M | -2.6% | +11.0% | -13.6% | -15.1% |
| YTD | -17.8% | +16.0% | -33.8% | -32.2% |
| 1Y | -21.2% | +17.5% | -38.7% | -36.1% |
| 3Y | +30.6% | +67.0% | -36.4% | -33.5% |
| 5Y | +81.3% | +64.8% | +16.6% | -6.0% |
| All | +738.1% | +262.6% | +475.5% | +66.9% |
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