+192.7%
VLO vs LPLA
+50.5%
+142.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.8% |
| 7D | +5.8% | -2.1% | +7.8% | +6.2% |
| 30D | +28.3% | -3.3% | +31.7% | +29.3% |
| 3M | +48.7% | +23.5% | +25.2% | +41.0% |
| 6M | +71.9% | +12.0% | +59.9% | +66.0% |
| YTD | +138.7% | -1.7% | +140.3% | +138.3% |
| 1Y | +148.5% | +3.2% | +145.2% | +143.2% |
| 3Y | +192.7% | +46.2% | +146.5% | +155.5% |
| All | +192.7% | +50.5% | +142.2% | +155.5% |
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