+7.3%
VTRS vs LPLA
+1,273.0%
-1,265.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.5% | -1.5% | -1.9% | -3.0% |
| 30D | +2.1% | -6.0% | +8.1% | +3.8% |
| 3M | +2.6% | +21.4% | -18.8% | -3.3% |
| 6M | +17.8% | +12.1% | +5.7% | +12.9% |
| YTD | +35.7% | -1.8% | +37.5% | +34.3% |
| 1Y | +63.5% | +3.2% | +60.3% | +58.7% |
| 3Y | +85.1% | +45.9% | +39.2% | +55.6% |
| 5Y | +42.5% | +144.7% | -102.2% | -2.3% |
| 10Y | -48.2% | +1,222.4% | -1,270.6% | -80.0% |
| All | +7.3% | +1,273.0% | -1,265.7% | -63.9% |
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