+1,133.4%
LPLA vs VO
+494.5%
+638.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.6% | +0.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.5% |
| 30D | -7.7% | +0.5% | -8.2% | -8.2% |
| 3M | -15.7% | -1.0% | -14.7% | -14.6% |
| 6M | +0.8% | +6.4% | -5.6% | -6.1% |
| YTD | -14.2% | +13.6% | -27.8% | -25.6% |
| 1Y | -17.9% | +14.5% | -32.4% | -29.4% |
| 3Y | +36.1% | +67.2% | -31.1% | -23.4% |
| 5Y | +90.3% | +36.1% | +54.3% | +34.4% |
| 10Y | +841.0% | +199.3% | +641.6% | +200.9% |
| All | +1,133.4% | +494.5% | +638.9% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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