+1,112.0%
VST vs LPLA
+902.8%
+209.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +11.1% |
| 7D | -9.8% | +4.1% | -14.0% | -11.4% |
| 30D | -25.1% | -9.0% | -16.1% | -23.4% |
| 3M | -11.6% | -17.6% | +6.0% | -6.8% |
| 6M | -20.9% | -8.8% | -12.1% | -20.0% |
| YTD | -22.3% | -17.0% | -5.3% | -19.8% |
| 1Y | -32.0% | -20.4% | -11.6% | -28.8% |
| 3Y | +262.4% | +35.4% | +227.0% | +218.7% |
| 5Y | +563.4% | +79.7% | +483.6% | +410.0% |
| All | +1,112.0% | +902.8% | +209.2% | +581.3% |
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