+384.8%
V vs LPLA
+1,198.0%
-813.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | -1.5% | -1.4% | -2.5% |
| 30D | +1.9% | -6.0% | +7.8% | +3.7% |
| 3M | +13.2% | +21.4% | -8.1% | +6.4% |
| 6M | +16.7% | +12.1% | +4.7% | +11.7% |
| YTD | +5.4% | -1.8% | +7.2% | +4.3% |
| 1Y | +7.7% | +3.2% | +4.5% | +4.1% |
| 3Y | +52.0% | +45.9% | +6.0% | +26.6% |
| 5Y | +67.7% | +144.7% | -76.9% | +9.7% |
| 10Y | +384.8% | +1,222.4% | -837.7% | +97.8% |
| All | +384.8% | +1,198.0% | -813.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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