-86.1%
LPL vs VT
+356.1%
-442.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.5% | -1.6% | -3.9% | -3.4% |
| 30D | -16.7% | -2.5% | -14.2% | -13.7% |
| 3M | -15.3% | -1.3% | -14.0% | -13.4% |
| 6M | -40.0% | +3.1% | -43.0% | -41.1% |
| YTD | -38.2% | +10.9% | -49.2% | -44.3% |
| 1Y | -48.0% | +12.1% | -60.1% | -53.7% |
| 3Y | -47.3% | +73.9% | -121.2% | -73.4% |
| 5Y | -69.6% | +58.0% | -127.6% | -82.5% |
| 10Y | -78.2% | +225.5% | -303.7% | -95.0% |
| All | -86.1% | +356.1% | -442.2% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling