+38.1%
VMC vs LPLA
+33.3%
+4.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -4.3% | -3.2% | -1.1% | -3.7% |
| 30D | +16.2% | -8.6% | +24.8% | +17.7% |
| 3M | -0.8% | -18.7% | +17.9% | +2.5% |
| 6M | +1.2% | +4.5% | -3.4% | -0.3% |
| YTD | +0.5% | -15.3% | +15.8% | +2.7% |
| 1Y | -2.9% | -19.9% | +17.0% | +0.2% |
| All | +38.1% | +33.3% | +4.8% | +31.1% |
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