-100.0%
VIVK vs LPLA
+1,251.7%
-1,351.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.6% |
| 7D | -4.4% | -1.5% | -2.8% | -4.2% |
| 30D | -40.8% | -6.0% | -34.8% | -40.4% |
| 3M | -94.1% | +24.0% | -118.2% | -94.3% |
| 6M | -98.2% | +17.0% | -115.2% | -98.2% |
| YTD | -98.0% | -0.7% | -97.3% | -98.0% |
| 1Y | -100.0% | +2.1% | -102.1% | -100.0% |
| 3Y | -100.0% | +48.7% | -148.7% | -100.0% |
| 5Y | -100.0% | +151.2% | -251.2% | -100.0% |
| All | -100.0% | +1,251.7% | -1,351.7% | -100.0% |
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