-44.6%
VG vs LPLA
-17.3%
-27.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +14.0% | -0.9% | +14.9% | +14.2% |
| 30D | -1.0% | -9.5% | +8.5% | +1.5% |
| 3M | -2.7% | -21.9% | +19.2% | +6.9% |
| 6M | +1.5% | -2.6% | +4.1% | -1.6% |
| YTD | +93.7% | -17.8% | +111.5% | +104.1% |
| 1Y | +68.5% | -21.2% | +89.7% | +82.6% |
| All | -44.6% | -17.3% | -27.3% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling