+2.1%
LPLA vs VYM
+18.4%
-16.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | -1.5% | -0.8% | -0.7% | -0.6% |
| 30D | -6.0% | -2.2% | -3.8% | -3.4% |
| 3M | +24.0% | +3.1% | +21.0% | +19.8% |
| 6M | +17.0% | +9.7% | +7.3% | +4.0% |
| YTD | -0.7% | +14.9% | -15.6% | -16.3% |
| 1Y | +2.1% | +17.6% | -15.5% | -15.9% |
| All | +2.1% | +18.4% | -16.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling