+101.1%
VWO vs LPLA
+1,273.0%
-1,171.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +0.9% | -6.0% | +6.9% | +2.3% |
| 3M | +4.3% | +21.4% | -17.1% | -0.7% |
| 6M | +10.5% | +12.1% | -1.5% | +6.8% |
| YTD | +13.4% | -1.8% | +15.2% | +12.5% |
| 1Y | +18.6% | +3.2% | +15.4% | +15.8% |
| 3Y | +65.8% | +45.9% | +19.9% | +44.3% |
| 5Y | +35.2% | +144.7% | -109.4% | -1.2% |
| 10Y | +116.6% | +1,222.4% | -1,105.8% | -4.3% |
| All | +101.1% | +1,273.0% | -1,171.9% | -24.7% |
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