+1,934.0%
VRT vs LPLA
+367.5%
+1,566.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | -0.9% | +11.4% | +10.9% |
| 30D | -9.3% | -9.5% | +0.2% | -7.1% |
| 3M | -29.6% | -21.9% | -7.7% | -22.6% |
| 6M | -45.4% | -2.6% | -42.7% | -46.7% |
| YTD | +24.8% | -17.8% | +42.6% | +29.9% |
| 1Y | +23.6% | -21.2% | +44.8% | +31.9% |
| 3Y | +379.7% | +30.6% | +349.0% | +288.7% |
| 5Y | +660.3% | +81.3% | +579.0% | +414.6% |
| All | +1,934.0% | +367.5% | +1,566.5% | +679.5% |
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