-39.3%
VG vs LPLA
+1.5%
-40.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.7% | -3.1% | +4.8% | +3.2% |
| 30D | +16.0% | -0.1% | +16.1% | +15.9% |
| 3M | +9.7% | +23.2% | -13.5% | -2.9% |
| 6M | +29.6% | +15.5% | +14.0% | +16.9% |
| YTD | +112.0% | +0.9% | +111.1% | +107.3% |
| 1Y | +12.8% | +0.2% | +12.6% | +9.7% |
| All | -39.3% | +1.5% | -40.8% | -42.8% |
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