+144.9%
LPLA vs VIG
+63.6%
+81.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | -3.3% | -2.1% | -1.3% | -1.0% |
| 3M | +23.5% | +3.3% | +20.2% | +19.0% |
| 6M | +12.0% | +9.3% | +2.7% | +1.2% |
| YTD | -1.7% | +10.1% | -11.8% | -11.7% |
| 1Y | +3.2% | +14.7% | -11.5% | -11.4% |
| 3Y | +46.2% | +56.9% | -10.7% | -10.6% |
| 5Y | +144.9% | +62.9% | +82.0% | +48.2% |
| All | +144.9% | +63.6% | +81.3% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling