+75.7%
VEA vs LPLA
+44.8%
+30.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -1.5% | +1.9% | +0.5% |
| 30D | +0.4% | -6.0% | +6.4% | +1.1% |
| 3M | +4.8% | +21.4% | -16.6% | +2.3% |
| 6M | +11.3% | +12.1% | -0.8% | +9.4% |
| YTD | +17.4% | -1.8% | +19.2% | +17.2% |
| 1Y | +26.2% | +3.2% | +23.0% | +25.0% |
| All | +75.7% | +44.8% | +30.9% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling