+111.1%
VSH vs LPLA
+758.1%
-646.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +14.3% | -0.9% | +15.3% | +14.9% |
| 30D | -7.9% | -9.5% | +1.6% | -4.8% |
| 3M | -19.9% | -21.9% | +2.0% | -12.0% |
| 6M | -30.5% | -2.6% | -27.9% | -32.0% |
| YTD | +85.7% | -17.8% | +103.5% | +93.8% |
| 1Y | +98.9% | -21.2% | +120.1% | +112.0% |
| 3Y | +32.1% | +30.6% | +1.5% | +7.1% |
| 5Y | +39.7% | +81.3% | -41.7% | -11.0% |
| All | +111.1% | +758.1% | -646.9% | -29.5% |
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