+1,350.8%
LPLA vs VT
+394.5%
+956.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -0.1% | +1.0% | -1.1% | -1.2% |
| 3M | +23.2% | +2.4% | +20.8% | +19.4% |
| 6M | +15.5% | +12.0% | +3.5% | +0.3% |
| YTD | +0.9% | +15.3% | -14.4% | -15.2% |
| 1Y | +0.2% | +22.6% | -22.4% | -21.5% |
| 3Y | +55.2% | +74.7% | -19.4% | -19.5% |
| 5Y | +145.4% | +66.1% | +79.3% | +35.5% |
| 10Y | +1,229.7% | +225.0% | +1,004.6% | +275.7% |
| All | +1,350.8% | +394.5% | +956.2% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling