+648.4%
VMC vs LPLA
+1,311.2%
-662.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -4.3% | -3.1% | -1.3% | -3.4% |
| 30D | -8.2% | -0.1% | -8.2% | -8.3% |
| 3M | -7.0% | +23.2% | -30.3% | -13.5% |
| 6M | -10.8% | +15.5% | -26.3% | -15.7% |
| YTD | -7.4% | +0.9% | -8.3% | -9.0% |
| 1Y | -9.5% | +0.2% | -9.7% | -11.5% |
| 3Y | +20.5% | +55.2% | -34.8% | -2.1% |
| 5Y | +51.6% | +145.4% | -93.9% | -0.2% |
| 10Y | +150.0% | +1,229.7% | -1,079.6% | -11.4% |
| All | +648.4% | +1,311.2% | -662.9% | +133.1% |
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 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