+63.5%
VFC vs LPLA
+1,084.6%
-1,021.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | +30.7% | -8.6% | +39.3% | +34.0% |
| 3M | +40.6% | -18.7% | +59.3% | +49.6% |
| 6M | +16.5% | +4.5% | +11.9% | +12.9% |
| YTD | +16.2% | -15.3% | +31.5% | +20.5% |
| 1Y | +42.4% | -19.9% | +62.3% | +50.7% |
| 3Y | +48.1% | +33.4% | +14.7% | +28.9% |
| 5Y | -67.8% | +87.4% | -155.2% | -75.9% |
| 10Y | -48.5% | +800.4% | -848.9% | -75.7% |
| All | +63.5% | +1,084.6% | -1,021.1% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling