+1,350.8%
LPLA vs VCLT
+87.5%
+1,263.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -0.1% | -0.9% | +0.8% | -0.1% |
| 3M | +23.2% | -3.2% | +26.5% | +22.9% |
| 6M | +15.5% | -3.8% | +19.4% | +15.2% |
| YTD | +0.9% | -2.0% | +2.9% | +0.7% |
| 1Y | +0.2% | -0.8% | +1.0% | +0.1% |
| 3Y | +55.2% | +12.3% | +42.9% | +56.4% |
| 5Y | +145.4% | -15.4% | +160.8% | +143.8% |
| 10Y | +1,229.7% | +15.7% | +1,213.9% | +1,377.2% |
| All | +1,350.8% | +87.5% | +1,263.3% | +2,006.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling