+46.4%
VTRS vs LPLA
+147.5%
-101.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -2.2% | -1.5% | -0.6% | -1.9% |
| 30D | +3.3% | -6.0% | +9.3% | +4.4% |
| 3M | +2.0% | +24.0% | -22.1% | -2.2% |
| 6M | +19.9% | +17.0% | +3.0% | +15.8% |
| YTD | +35.7% | -0.7% | +36.4% | +34.7% |
| 1Y | +68.1% | +2.1% | +66.0% | +65.4% |
| 3Y | +87.1% | +48.7% | +38.4% | +63.7% |
| All | +46.4% | +147.5% | -101.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling