-78.9%
LPL vs VT
+214.8%
-293.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -2.0% | -0.8% |
| 7D | -8.1% | -4.2% | -3.9% | -2.8% |
| 30D | -19.4% | -5.8% | -13.6% | -12.7% |
| 3M | -23.6% | -5.2% | -18.4% | -17.7% |
| 6M | -44.0% | +0.1% | -44.2% | -42.9% |
| YTD | -40.9% | +8.2% | -49.1% | -44.6% |
| 1Y | -48.4% | +10.1% | -58.6% | -52.7% |
| 3Y | -49.5% | +69.7% | -119.2% | -72.9% |
| 5Y | -71.0% | +53.4% | -124.4% | -82.1% |
| All | -78.9% | +214.8% | -293.7% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling