+217.8%
VLO vs LPLA
+33.3%
+184.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.2% |
| 7D | -0.4% | -3.2% | +2.7% | +0.2% |
| 30D | -16.6% | -8.6% | -7.9% | -15.3% |
| 3M | +12.3% | -18.7% | +31.0% | +16.9% |
| 6M | +47.8% | +4.5% | +43.3% | +44.4% |
| YTD | +126.7% | -15.3% | +142.0% | +132.8% |
| 1Y | +105.4% | -19.9% | +125.2% | +114.4% |
| All | +217.8% | +33.3% | +184.5% | +185.2% |
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