+1,186.7%
LPLA vs VCLT
+17.0%
+1,169.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | -6.4% | -1.1% | -5.3% | -6.3% |
| 3M | +20.2% | -3.7% | +23.9% | +20.7% |
| 6M | +12.8% | -4.0% | +16.9% | +13.3% |
| YTD | -2.5% | -3.4% | +0.9% | -2.2% |
| 1Y | +1.9% | -4.1% | +6.1% | +2.4% |
| 3Y | +45.0% | +11.0% | +34.0% | +41.8% |
| 5Y | +146.6% | -17.0% | +163.6% | +160.8% |
| All | +1,186.7% | +17.0% | +1,169.7% | +1,498.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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