+221.8%
VT vs LPLA
+758.1%
-536.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | -1.5% | -9.5% | +8.0% | +0.6% |
| 3M | -4.1% | -21.9% | +17.7% | +1.5% |
| 6M | +0.6% | -2.6% | +3.2% | 0.0% |
| YTD | +11.0% | -17.8% | +28.8% | +14.6% |
| 1Y | +13.3% | -21.2% | +34.5% | +18.2% |
| 3Y | +73.4% | +30.6% | +42.8% | +51.7% |
| 5Y | +57.4% | +81.3% | -23.9% | +19.2% |
| All | +221.8% | +758.1% | -536.3% | +59.3% |
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