+1,216.9%
VST vs LPLA
+1,217.7%
-0.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | -3.1% | +12.0% | +10.0% |
| 30D | +6.2% | -0.1% | +6.3% | +6.1% |
| 3M | -2.7% | +23.2% | -26.0% | -9.9% |
| 6M | -8.4% | +15.5% | -23.9% | -14.0% |
| YTD | -7.2% | +0.9% | -8.1% | -9.2% |
| 1Y | -20.9% | +0.2% | -21.1% | -22.9% |
| 3Y | +384.0% | +55.2% | +328.8% | +309.9% |
| 5Y | +757.1% | +145.4% | +611.6% | +498.3% |
| All | +1,216.9% | +1,217.7% | -0.9% | +506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling