+601.6%
VLO vs LPLA
+143.6%
+458.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +4.0% |
| 7D | +5.8% | -2.1% | +7.8% | +6.4% |
| 30D | +28.3% | -3.3% | +31.7% | +29.6% |
| 3M | +48.7% | +23.5% | +25.2% | +38.5% |
| 6M | +71.9% | +12.0% | +59.9% | +63.7% |
| YTD | +138.7% | -1.7% | +140.3% | +136.5% |
| 1Y | +148.5% | +3.2% | +145.2% | +140.4% |
| 3Y | +192.7% | +46.2% | +146.5% | +142.3% |
| 5Y | +601.6% | +144.9% | +456.7% | +330.5% |
| All | +601.6% | +143.6% | +458.0% | +330.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling