+905.2%
VRT vs LPLA
+145.4%
+759.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +9.1% | -3.1% | +12.2% | +11.0% |
| 30D | +0.9% | -0.1% | +1.0% | +0.7% |
| 3M | -13.4% | +23.2% | -36.6% | -23.5% |
| 6M | +11.7% | +15.5% | -3.8% | +1.0% |
| YTD | +73.2% | +0.9% | +72.3% | +66.7% |
| 1Y | +123.4% | +0.2% | +123.3% | +113.5% |
| 3Y | +606.2% | +55.2% | +550.9% | +416.1% |
| All | +905.2% | +145.4% | +759.8% | +436.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling