+1,302.0%
LPLA vs VICR
+991.5%
+310.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | -6.4% | -15.6% | +9.2% | -4.2% |
| 3M | +20.2% | -35.4% | +55.6% | +26.2% |
| 6M | +12.8% | +1.3% | +11.6% | +5.5% |
| YTD | -2.5% | +62.5% | -65.0% | -17.7% |
| 1Y | +1.9% | +255.5% | -253.5% | -27.3% |
| 3Y | +45.0% | +182.0% | -137.0% | +0.5% |
| 5Y | +146.6% | +42.9% | +103.7% | +78.0% |
| 10Y | +1,213.6% | +1,494.0% | -280.4% | +403.1% |
| All | +1,302.0% | +991.5% | +310.5% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling