+910.4%
VUG vs LPLA
+1,049.8%
-139.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | -6.3% | -9.5% | +3.2% | -4.4% |
| 3M | -6.0% | -21.9% | +15.8% | -0.6% |
| 6M | -3.5% | -2.6% | -0.9% | -4.1% |
| YTD | +3.9% | -17.8% | +21.7% | +7.2% |
| 1Y | +5.1% | -21.2% | +26.3% | +9.5% |
| 3Y | +77.9% | +30.6% | +47.2% | +58.6% |
| 5Y | +62.4% | +81.3% | -18.9% | +28.6% |
| 10Y | +399.4% | +773.9% | -374.5% | +154.4% |
| All | +910.4% | +1,049.8% | -139.3% | +337.3% |
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