+392.6%
VT vs LPLA
+1,311.2%
-918.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -3.1% | +3.5% | +1.2% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +2.4% | +23.2% | -20.8% | -3.3% |
| 6M | +12.0% | +15.5% | -3.5% | +7.1% |
| YTD | +15.3% | +0.9% | +14.4% | +13.6% |
| 1Y | +22.6% | +0.2% | +22.4% | +20.4% |
| 3Y | +74.7% | +55.2% | +19.4% | +49.0% |
| 5Y | +66.1% | +145.4% | -79.3% | +20.6% |
| 10Y | +225.0% | +1,229.7% | -1,004.7% | +44.7% |
| All | +392.6% | +1,311.2% | -918.6% | +91.3% |
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 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