+18.0%
VMC vs LPLA
+44.8%
-26.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | -12.3% | -6.0% | -6.3% | -11.3% |
| 3M | -10.3% | +21.4% | -31.6% | -13.5% |
| 6M | -8.6% | +12.1% | -20.6% | -10.7% |
| YTD | -11.9% | -1.8% | -10.0% | -11.9% |
| 1Y | -13.9% | +3.2% | -17.1% | -15.0% |
| All | +18.0% | +44.8% | -26.8% | +13.0% |
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 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