+695.4%
VMC vs LPLA
+1,049.8%
-354.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -0.9% | -0.3% | -1.0% |
| 30D | +15.5% | -9.5% | +25.0% | +18.6% |
| 3M | +0.6% | -21.9% | +22.4% | +8.1% |
| 6M | +2.1% | -2.6% | +4.7% | +1.6% |
| YTD | -1.6% | -17.8% | +16.2% | +2.6% |
| 1Y | -1.2% | -21.2% | +20.0% | +4.4% |
| 3Y | +35.3% | +30.6% | +4.7% | +15.5% |
| 5Y | +43.6% | +81.3% | -37.7% | +4.3% |
| 10Y | +126.7% | +773.9% | -647.2% | -9.1% |
| All | +695.4% | +1,049.8% | -354.3% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling