+1,311.5%
LPLA vs VYM
+551.4%
+760.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -1.5% | -1.0% | -0.6% | -0.3% |
| 30D | -6.0% | -2.0% | -3.9% | -3.4% |
| 3M | +21.4% | +3.1% | +18.3% | +16.7% |
| 6M | +12.1% | +8.9% | +3.2% | +0.2% |
| YTD | -1.8% | +14.7% | -16.6% | -17.8% |
| 1Y | +3.2% | +19.4% | -16.2% | -17.9% |
| 3Y | +45.9% | +65.4% | -19.5% | -24.0% |
| 5Y | +144.7% | +77.6% | +67.1% | +17.6% |
| 10Y | +1,222.4% | +207.8% | +1,014.7% | +247.3% |
| All | +1,311.5% | +551.4% | +760.0% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling