+212.9%
VEA vs LPLA
+1,049.8%
-836.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +0.2% | -9.5% | +9.7% | +2.1% |
| 3M | -5.3% | -21.9% | +16.5% | -0.3% |
| 6M | -0.9% | -2.6% | +1.7% | -1.5% |
| YTD | +12.2% | -17.8% | +30.0% | +15.4% |
| 1Y | +16.1% | -21.2% | +37.3% | +20.6% |
| 3Y | +73.0% | +30.6% | +42.4% | +52.9% |
| 5Y | +53.7% | +81.3% | -27.6% | +19.9% |
| 10Y | +159.3% | +773.9% | -614.6% | +26.3% |
| All | +212.9% | +1,049.8% | -836.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling