+1,794.9%
VGT vs LPLA
+1,275.5%
+519.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.5% |
| 7D | +1.8% | -2.1% | +3.9% | +2.4% |
| 30D | -0.3% | -3.3% | +3.0% | +0.5% |
| 3M | +3.4% | +23.5% | -20.2% | -3.1% |
| 6M | +35.0% | +12.0% | +23.0% | +29.3% |
| YTD | +28.8% | -1.7% | +30.4% | +27.5% |
| 1Y | +38.0% | +3.2% | +34.8% | +34.2% |
| 3Y | +125.8% | +46.2% | +79.6% | +95.1% |
| 5Y | +134.7% | +144.9% | -10.2% | +69.2% |
| 10Y | +792.6% | +1,195.1% | -402.5% | +298.2% |
| All | +1,794.9% | +1,275.5% | +519.4% | +654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling