+1,082.0%
LPLA vs VIG
+587.1%
+494.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.9% | +3.5% | -4.4% | -5.0% |
| 30D | -9.5% | +4.9% | -14.4% | -14.7% |
| 3M | -21.9% | +2.5% | -24.4% | -24.1% |
| 6M | -2.6% | +11.0% | -13.6% | -14.4% |
| YTD | -17.8% | +16.0% | -33.8% | -31.4% |
| 1Y | -21.2% | +17.5% | -38.7% | -35.2% |
| 3Y | +30.6% | +67.0% | -36.4% | -30.3% |
| 5Y | +81.3% | +64.8% | +16.6% | -1.6% |
| 10Y | +773.9% | +263.6% | +510.4% | +98.3% |
| All | +1,082.0% | +587.1% | +494.9% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling