+484.0%
V vs LPLA
+758.1%
-274.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -0.9% | +1.9% | +1.2% |
| 30D | +9.0% | -9.5% | +18.5% | +11.7% |
| 3M | +16.7% | -21.9% | +38.6% | +25.0% |
| 6M | +33.4% | -2.6% | +36.0% | +32.8% |
| YTD | +22.4% | -17.8% | +40.2% | +27.0% |
| 1Y | +27.7% | -21.2% | +48.9% | +34.1% |
| 3Y | +78.0% | +30.6% | +47.3% | +51.0% |
| 5Y | +108.5% | +81.3% | +27.2% | +48.1% |
| All | +484.0% | +758.1% | -274.1% | +144.5% |
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