+362.3%
VT vs LPLA
+1,081.7%
-719.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.2% |
| 7D | -4.2% | +7.6% | -11.8% | -6.0% |
| 30D | -5.8% | -9.5% | +3.7% | -3.9% |
| 3M | -5.2% | -16.3% | +11.1% | -1.6% |
| 6M | +0.1% | -8.0% | +8.1% | +1.0% |
| YTD | +8.2% | -15.5% | +23.8% | +10.8% |
| 1Y | +10.1% | -19.4% | +29.5% | +14.0% |
| 3Y | +69.7% | +39.7% | +30.0% | +47.5% |
| 5Y | +53.4% | +83.0% | -29.6% | +19.7% |
| 10Y | +219.2% | +933.4% | -714.2% | +50.8% |
| All | +362.3% | +1,081.7% | -719.5% | +86.5% |
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