+145.7%
VMC vs LPLA
+1,251.7%
-1,106.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -3.8% | -1.5% | -2.2% | -3.3% |
| 30D | -9.7% | -6.0% | -3.7% | -7.8% |
| 3M | -9.6% | +24.0% | -33.7% | -16.5% |
| 6M | -4.8% | +17.0% | -21.8% | -10.8% |
| YTD | -10.9% | -0.7% | -10.2% | -12.0% |
| 1Y | -15.6% | +2.1% | -17.7% | -18.0% |
| 3Y | +19.3% | +48.7% | -29.4% | -3.3% |
| 5Y | +48.0% | +151.2% | -103.2% | -8.8% |
| All | +145.7% | +1,251.7% | -1,106.0% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling