+1,210.9%
LPLA vs VYM
+209.2%
+1,001.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.0% |
| 7D | -1.5% | -0.8% | -0.7% | -0.4% |
| 30D | -6.0% | -2.2% | -3.8% | -3.0% |
| 3M | +24.0% | +3.1% | +21.0% | +19.0% |
| 6M | +17.0% | +9.7% | +7.3% | +2.8% |
| YTD | -0.7% | +14.9% | -15.6% | -18.0% |
| 1Y | +2.1% | +17.6% | -15.5% | -18.3% |
| 3Y | +48.7% | +65.3% | -16.6% | -26.1% |
| 5Y | +151.2% | +78.7% | +72.5% | +12.7% |
| All | +1,210.9% | +209.2% | +1,001.7% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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