+96.3%
VTR vs LPLA
+1,251.7%
-1,155.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +1.1% | -6.0% | +7.1% | +2.9% |
| 3M | +7.9% | +24.0% | -16.1% | +0.3% |
| 6M | +6.2% | +17.0% | -10.8% | -0.2% |
| YTD | +17.7% | -0.7% | +18.4% | +15.6% |
| 1Y | +32.9% | +2.1% | +30.8% | +28.1% |
| 3Y | +129.7% | +48.7% | +81.0% | +82.5% |
| 5Y | +89.3% | +151.2% | -61.9% | +9.6% |
| All | +96.3% | +1,251.7% | -1,155.4% | -23.1% |
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