+31.2%
VCIT vs LPLA
+892.4%
-861.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.7% |
| 30D | +1.8% | -7.7% | +9.5% | +1.8% |
| 3M | -1.1% | -15.7% | +14.6% | -1.1% |
| 6M | -1.7% | +0.8% | -2.5% | -1.7% |
| YTD | -1.1% | -14.2% | +13.1% | -1.2% |
| 1Y | -0.4% | -17.9% | +17.5% | -0.4% |
| 3Y | +20.5% | +36.1% | -15.6% | +20.5% |
| 5Y | +3.8% | +90.3% | -86.6% | +3.3% |
| 10Y | +31.2% | +841.0% | -809.8% | +31.7% |
| All | +31.2% | +892.4% | -861.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling