+404.6%
VIAV vs LPLA
+1,251.7%
-847.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.0% |
| 7D | +11.2% | -1.5% | +12.7% | +11.7% |
| 30D | -10.1% | -6.0% | -4.1% | -8.4% |
| 3M | -22.9% | +24.0% | -46.9% | -28.7% |
| 6M | +28.8% | +17.0% | +11.8% | +20.0% |
| YTD | +117.5% | -0.7% | +118.1% | +113.5% |
| 1Y | +216.1% | +2.1% | +214.0% | +206.1% |
| 3Y | +292.2% | +48.7% | +243.5% | +219.2% |
| 5Y | +141.0% | +151.2% | -10.3% | +49.0% |
| All | +404.6% | +1,251.7% | -847.1% | +64.7% |
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