+179.5%
VSH vs LPLA
+1,198.0%
-1,018.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +3.5% | -1.5% | +5.1% | +4.2% |
| 30D | -4.4% | -6.0% | +1.6% | -1.9% |
| 3M | -45.8% | +21.4% | -67.2% | -51.0% |
| 6M | +90.1% | +12.1% | +78.1% | +76.2% |
| YTD | +120.3% | -1.8% | +122.2% | +115.7% |
| 1Y | +112.2% | +3.2% | +109.0% | +102.3% |
| 3Y | +36.6% | +45.9% | -9.4% | +7.6% |
| 5Y | +67.0% | +144.7% | -77.6% | -5.6% |
| 10Y | +179.5% | +1,222.4% | -1,043.0% | -15.2% |
| All | +179.5% | +1,198.0% | -1,018.5% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling