+897.3%
VST vs LPLA
+1,003.4%
-106.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.4% | -2.8% | -5.0% |
| 7D | -19.9% | +7.6% | -27.5% | -22.1% |
| 30D | -29.7% | -9.5% | -20.2% | -27.9% |
| 3M | -19.6% | -16.3% | -3.2% | -15.6% |
| 6M | -29.4% | -8.0% | -21.4% | -28.8% |
| YTD | -29.7% | -15.5% | -14.2% | -27.8% |
| 1Y | -40.0% | -19.4% | -20.7% | -37.4% |
| 3Y | +231.0% | +39.7% | +191.3% | +188.5% |
| 5Y | +500.1% | +83.0% | +417.0% | +359.2% |
| 10Y | +1,004.2% | +933.4% | +70.8% | +441.0% |
| All | +897.3% | +1,003.4% | -106.1% | +382.6% |
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