+122.1%
VGT vs LPLA
+43.8%
+78.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -1.0% | -3.7% | +2.6% | -0.1% |
| 30D | -0.4% | -6.4% | +5.9% | +1.2% |
| 3M | +6.6% | +20.2% | -13.6% | +1.0% |
| 6M | +31.0% | +12.8% | +18.2% | +25.6% |
| YTD | +27.2% | -2.5% | +29.7% | +26.9% |
| 1Y | +34.5% | +1.9% | +32.5% | +31.7% |
| All | +122.1% | +43.8% | +78.2% | +104.9% |
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