+560.0%
VTV vs LPLA
+1,275.5%
-715.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | +0.1% | -3.3% | +3.5% | +0.9% |
| 3M | +6.2% | +23.5% | -17.3% | +0.3% |
| 6M | +13.5% | +12.0% | +1.5% | +9.4% |
| YTD | +18.9% | -1.7% | +20.5% | +17.9% |
| 1Y | +25.8% | +3.2% | +22.6% | +22.7% |
| 3Y | +68.7% | +46.2% | +22.5% | +46.1% |
| 5Y | +80.3% | +144.9% | -64.6% | +30.6% |
| 10Y | +226.3% | +1,195.1% | -968.7% | +49.2% |
| All | +560.0% | +1,275.5% | -715.5% | +166.2% |
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