+5.8%
VFC vs LPLA
+1,311.2%
-1,305.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -1.6% | -3.1% | +1.5% | -0.6% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | -18.1% | +23.2% | -41.3% | -24.0% |
| 6M | -27.4% | +15.5% | -42.9% | -31.4% |
| YTD | -24.8% | +0.9% | -25.7% | -25.9% |
| 1Y | -8.2% | +0.2% | -8.4% | -9.8% |
| 3Y | -29.1% | +55.2% | -84.3% | -40.8% |
| 5Y | -79.2% | +145.4% | -224.6% | -85.7% |
| 10Y | -68.1% | +1,229.7% | -1,297.8% | -86.4% |
| All | +5.8% | +1,311.2% | -1,305.5% | -59.2% |
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