+737.3%
VOO vs LPLA
+1,049.8%
-312.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | -2.0% | -9.5% | +7.5% | 0.0% |
| 3M | -2.8% | -21.9% | +19.1% | +2.7% |
| 6M | +2.2% | -2.6% | +4.8% | +1.6% |
| YTD | +11.5% | -17.8% | +29.3% | +14.9% |
| 1Y | +13.5% | -21.2% | +34.7% | +18.2% |
| 3Y | +78.1% | +30.6% | +47.5% | +58.3% |
| 5Y | +73.1% | +81.3% | -8.2% | +36.2% |
| 10Y | +310.7% | +773.9% | -463.2% | +107.8% |
| All | +737.3% | +1,049.8% | -312.5% | +258.9% |
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