+48.8%
VMC vs LPLA
+88.0%
-39.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -3.6% |
| 30D | +16.2% | -8.6% | +24.8% | +18.2% |
| 3M | -0.8% | -18.7% | +17.9% | +3.5% |
| 6M | +1.2% | +4.5% | -3.4% | -0.8% |
| YTD | +0.5% | -15.3% | +15.8% | +3.1% |
| 1Y | -2.9% | -19.9% | +17.0% | +0.9% |
| 3Y | +37.3% | +33.4% | +3.9% | +21.6% |
| 5Y | +48.8% | +87.4% | -38.6% | +9.8% |
| All | +48.8% | +88.0% | -39.2% | +9.8% |
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