+225.7%
VIK vs LPLA
+29.9%
+195.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -0.9% | -1.5% | +0.6% | -0.4% |
| 30D | -18.4% | -6.0% | -12.4% | -16.5% |
| 3M | -8.8% | +24.0% | -32.8% | -16.3% |
| 6M | +17.1% | +17.0% | +0.2% | +9.4% |
| YTD | +19.0% | -0.7% | +19.7% | +18.1% |
| 1Y | +30.1% | +2.1% | +28.0% | +26.8% |
| All | +225.7% | +29.9% | +195.8% | +175.4% |
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