+711.4%
VEEV vs LPLA
+803.2%
-91.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +1.4% | -9.5% | +10.9% | +3.1% |
| 3M | +19.4% | -21.9% | +41.2% | +25.2% |
| 6M | +93.6% | -2.6% | +96.2% | +92.9% |
| YTD | +35.1% | -17.8% | +52.9% | +38.9% |
| 1Y | +3.4% | -21.2% | +24.5% | +7.3% |
| 3Y | +81.4% | +30.6% | +50.7% | +63.2% |
| 5Y | -5.1% | +81.3% | -86.4% | -23.6% |
| 10Y | +661.2% | +773.9% | -112.7% | +291.4% |
| All | +711.4% | +803.2% | -91.8% | +395.1% |
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