+543.1%
VEEV vs LPLA
+1,251.7%
-708.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.1% |
| 7D | -4.6% | -1.5% | -3.1% | -4.3% |
| 30D | +8.6% | -6.0% | +14.7% | +10.1% |
| 3M | +62.4% | +24.0% | +38.4% | +54.6% |
| 6M | +40.3% | +17.0% | +23.3% | +34.7% |
| YTD | +17.5% | -0.7% | +18.2% | +16.7% |
| 1Y | -6.1% | +2.1% | -8.2% | -7.6% |
| 3Y | +16.7% | +48.7% | -32.0% | +2.9% |
| 5Y | -13.3% | +151.2% | -164.6% | -35.1% |
| All | +543.1% | +1,251.7% | -708.5% | +229.5% |
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