+454.5%
V vs LPLA
+824.7%
-370.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +0.6% | +3.6% | -3.0% | -0.5% |
| 30D | +9.7% | -6.8% | +16.5% | +11.5% |
| 3M | +17.3% | -17.0% | +34.3% | +23.3% |
| 6M | +33.2% | +1.8% | +31.4% | +30.7% |
| YTD | +21.3% | -13.4% | +34.7% | +23.9% |
| 1Y | +27.3% | -17.5% | +44.8% | +32.0% |
| 3Y | +76.1% | +36.5% | +39.6% | +47.7% |
| 5Y | +103.5% | +92.6% | +10.8% | +42.2% |
| 10Y | +454.5% | +809.2% | -354.7% | +135.7% |
| All | +454.5% | +824.7% | -370.3% | +135.7% |
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