-22.4%
VFC vs LPLA
+44.8%
-67.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -13.4% | -6.0% | -7.4% | -11.6% |
| 3M | -23.7% | +21.4% | -45.1% | -28.5% |
| 6M | -24.5% | +12.1% | -36.5% | -27.6% |
| YTD | -27.8% | -1.8% | -26.0% | -27.8% |
| 1Y | -13.5% | +3.2% | -16.7% | -15.0% |
| All | -22.4% | +44.8% | -67.3% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling