+472.9%
VIAV vs LPLA
+1,275.5%
-802.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.5% | +13.7% | +12.0% |
| 7D | +11.3% | -2.1% | +13.4% | +12.0% |
| 30D | -1.0% | -3.3% | +2.3% | 0.0% |
| 3M | -20.5% | +23.5% | -44.1% | -26.5% |
| 6M | +39.0% | +12.0% | +27.0% | +31.4% |
| YTD | +117.5% | -1.7% | +119.1% | +114.1% |
| 1Y | +233.8% | +3.2% | +230.5% | +221.7% |
| 3Y | +295.4% | +46.2% | +249.2% | +224.3% |
| 5Y | +134.3% | +144.9% | -10.6% | +49.6% |
| 10Y | +398.7% | +1,195.1% | -796.4% | +60.3% |
| All | +472.9% | +1,275.5% | -802.5% | +48.9% |
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