+1,186.7%
LPLA vs VSAT
+3.1%
+1,183.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.3% |
| 30D | -6.4% | -12.2% | +5.9% | -4.5% |
| 3M | +20.2% | +20.6% | -0.4% | +13.5% |
| 6M | +12.8% | +60.2% | -47.3% | -1.2% |
| YTD | -2.5% | +115.3% | -117.8% | -20.2% |
| 1Y | +1.9% | +154.6% | -152.6% | -20.4% |
| 3Y | +45.0% | +211.2% | -166.2% | -6.9% |
| 5Y | +146.6% | +52.7% | +93.9% | +73.2% |
| All | +1,186.7% | +3.1% | +1,183.6% | +756.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling