+161.1%
VEA vs LPLA
+1,251.7%
-1,090.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -1.5% | -1.5% | +0.1% | -1.1% |
| 30D | -0.8% | -6.0% | +5.2% | +0.6% |
| 3M | +2.5% | +24.0% | -21.6% | -3.0% |
| 6M | +11.1% | +17.0% | -5.9% | +6.2% |
| YTD | +17.2% | -0.7% | +17.8% | +16.0% |
| 1Y | +24.5% | +2.1% | +22.4% | +21.9% |
| 3Y | +75.4% | +48.7% | +26.7% | +51.4% |
| 5Y | +61.1% | +151.2% | -90.1% | +15.0% |
| All | +161.1% | +1,251.7% | -1,090.6% | +30.6% |
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