+149.6%
LPLA vs VICR
+57.6%
+92.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.3% | +0.9% |
| 7D | -1.5% | +5.0% | -6.5% | -2.0% |
| 30D | -6.0% | -12.5% | +6.5% | -5.2% |
| 3M | +24.0% | -33.6% | +57.6% | +27.0% |
| 6M | +17.0% | +10.7% | +6.3% | +11.6% |
| YTD | -0.7% | +80.6% | -81.2% | -10.8% |
| 1Y | +2.1% | +288.4% | -286.2% | -16.5% |
| 3Y | +48.7% | +213.8% | -165.1% | +20.5% |
| All | +149.6% | +57.6% | +92.0% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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