+62.5%
VWO vs LPLA
+46.5%
+16.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.8% | -1.5% | -0.2% | -1.6% |
| 30D | -0.1% | -6.0% | +5.9% | +0.5% |
| 3M | +2.2% | +24.0% | -21.8% | 0.0% |
| 6M | +8.8% | +17.0% | -8.2% | +6.8% |
| YTD | +12.4% | -0.7% | +13.1% | +12.0% |
| 1Y | +15.6% | +2.1% | +13.5% | +14.8% |
| 3Y | +62.5% | +48.7% | +13.8% | +59.5% |
| All | +62.5% | +46.5% | +16.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling