+40.1%
VG vs LPLA
-18.3%
+58.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.0% | +2.1% |
| 7D | -8.3% | +2.3% | -10.6% | -8.4% |
| 30D | -10.3% | -7.7% | -2.7% | -9.2% |
| 3M | -10.8% | -15.7% | +4.9% | -7.9% |
| 6M | +3.5% | +0.8% | +2.6% | +2.1% |
| YTD | +74.0% | -14.2% | +88.2% | +81.0% |
| All | +40.1% | -18.3% | +58.4% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling