+202.2%
VTR vs LPLA
+1,275.5%
-1,073.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -3.7% | -3.3% | -0.4% | -3.0% |
| 3M | +13.5% | +23.5% | -10.0% | +7.0% |
| 6M | +7.2% | +12.0% | -4.8% | +3.0% |
| YTD | +17.6% | -1.7% | +19.2% | +16.1% |
| 1Y | +35.4% | +3.2% | +32.2% | +31.1% |
| 3Y | +132.8% | +46.2% | +86.6% | +95.6% |
| 5Y | +88.7% | +144.9% | -56.2% | +27.7% |
| 10Y | +87.6% | +1,195.1% | -1,107.4% | -16.1% |
| All | +202.2% | +1,275.5% | -1,073.3% | +16.6% |
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