+213.7%
VT vs LPLA
+902.8%
-689.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.3% | +4.1% | -6.5% | -3.4% |
| 30D | -5.0% | -9.0% | +4.1% | -3.1% |
| 3M | -4.9% | -17.6% | +12.8% | -0.7% |
| 6M | -1.5% | -8.8% | +7.3% | -0.4% |
| YTD | +8.5% | -17.0% | +25.5% | +11.7% |
| 1Y | +11.4% | -20.4% | +31.8% | +15.9% |
| 3Y | +70.1% | +35.4% | +34.7% | +47.5% |
| 5Y | +53.7% | +79.7% | -26.0% | +17.3% |
| All | +213.7% | +902.8% | -689.1% | +58.9% |
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