+1,855.0%
VRT vs LPLA
+392.7%
+1,462.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | -17.7% | +3.6% | -21.3% | -19.2% |
| 30D | -20.0% | -6.8% | -13.2% | -19.0% |
| 3M | -28.1% | -17.0% | -11.1% | -23.0% |
| 6M | -42.8% | +1.8% | -44.7% | -45.4% |
| YTD | +20.0% | -13.4% | +33.3% | +21.9% |
| 1Y | +3.5% | -17.5% | +21.0% | +8.3% |
| 3Y | +366.1% | +36.5% | +329.7% | +270.6% |
| 5Y | +632.2% | +92.6% | +539.5% | +382.2% |
| All | +1,855.0% | +392.7% | +1,462.3% | +631.8% |
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