+1,164.9%
VST vs LPLA
+758.1%
+406.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | -0.9% | +7.5% | +6.9% |
| 30D | -12.4% | -9.5% | -2.9% | -10.2% |
| 3M | -9.0% | -21.9% | +12.9% | -2.3% |
| 6M | -6.4% | -2.6% | -3.8% | -7.5% |
| YTD | -17.2% | -17.8% | +0.6% | -14.2% |
| 1Y | -22.0% | -21.2% | -0.8% | -18.0% |
| 3Y | +296.7% | +30.6% | +266.0% | +252.0% |
| 5Y | +637.6% | +81.3% | +556.2% | +461.9% |
| All | +1,164.9% | +758.1% | +406.8% | +549.5% |
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