+63.9%
VUG vs LPLA
+93.2%
-29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.2% | +3.6% | -4.8% | -2.0% |
| 30D | -8.9% | -6.8% | -2.1% | -7.7% |
| 3M | -5.9% | -17.0% | +11.1% | -2.0% |
| 6M | -3.3% | +1.8% | -5.1% | -4.8% |
| YTD | +3.4% | -13.4% | +16.8% | +5.4% |
| 1Y | +1.9% | -17.5% | +19.4% | +5.2% |
| 3Y | +76.9% | +36.5% | +40.5% | +56.2% |
| 5Y | +63.9% | +92.6% | -28.8% | +18.0% |
| All | +63.9% | +93.2% | -29.3% | +18.0% |
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