+635.3%
VST vs LPLA
+93.2%
+542.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -6.0% | +3.6% | -9.7% | -7.3% |
| 30D | -18.8% | -6.8% | -12.0% | -17.5% |
| 3M | -8.0% | -17.0% | +9.0% | -3.2% |
| 6M | -10.9% | +1.8% | -12.8% | -13.1% |
| YTD | -18.3% | -13.4% | -4.9% | -16.5% |
| 1Y | -29.9% | -17.5% | -12.4% | -27.1% |
| 3Y | +290.3% | +36.5% | +253.8% | +252.8% |
| 5Y | +635.3% | +92.6% | +542.7% | +501.2% |
| All | +635.3% | +93.2% | +542.1% | +501.2% |
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