+1,350.8%
LPLA vs VO
+497.6%
+853.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -3.1% | -0.3% | -2.8% | -2.8% |
| 30D | -0.1% | -0.3% | +0.3% | +0.3% |
| 3M | +23.2% | +2.9% | +20.3% | +19.0% |
| 6M | +15.5% | +9.3% | +6.2% | +4.1% |
| YTD | +0.9% | +14.2% | -13.3% | -13.2% |
| 1Y | +0.2% | +15.3% | -15.1% | -14.6% |
| 3Y | +55.2% | +56.2% | -1.0% | -6.0% |
| 5Y | +145.4% | +42.4% | +103.0% | +64.3% |
| 10Y | +1,229.7% | +194.7% | +1,034.9% | +330.2% |
| All | +1,350.8% | +497.6% | +853.1% | +189.3% |
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