+83.0%
LPLA vs VT
+53.2%
+29.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | +0.6% |
| 7D | +7.6% | -4.2% | +11.8% | +12.2% |
| 30D | -9.5% | -5.8% | -3.7% | -4.1% |
| 3M | -16.3% | -5.2% | -11.1% | -11.8% |
| 6M | -8.0% | +0.1% | -8.1% | -8.8% |
| YTD | -15.5% | +8.2% | -23.8% | -22.9% |
| 1Y | -19.4% | +10.1% | -29.5% | -27.7% |
| 3Y | +39.7% | +69.7% | -30.0% | -19.7% |
| 5Y | +83.0% | +53.4% | +29.6% | +31.5% |
| All | +83.0% | +53.2% | +29.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling