+409.6%
VUG vs LPLA
+1,226.8%
-817.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | -1.6% | -6.4% | +4.8% | +0.2% |
| 3M | +4.4% | +20.2% | -15.8% | -1.2% |
| 6M | +13.2% | +12.8% | +0.4% | +8.5% |
| YTD | +7.5% | -2.5% | +10.0% | +6.8% |
| 1Y | +12.5% | +1.9% | +10.5% | +9.9% |
| 3Y | +86.0% | +45.0% | +41.0% | +60.6% |
| 5Y | +76.5% | +146.6% | -70.1% | +25.1% |
| All | +409.6% | +1,226.8% | -817.2% | +146.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling