+50.0%
VG vs LPLA
-20.6%
+70.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -22.0% | +4.1% | -26.2% | -22.3% |
| 30D | -11.6% | -9.0% | -2.6% | -10.7% |
| 3M | -14.9% | -17.6% | +2.8% | -12.1% |
| 6M | -3.5% | -8.8% | +5.3% | -2.7% |
| YTD | +70.0% | -17.0% | +87.0% | +77.5% |
| 1Y | +50.0% | -20.4% | +70.4% | +58.0% |
| All | +50.0% | -20.6% | +70.6% | +58.0% |
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