+35.6%
VSH vs LPLA
+50.5%
-14.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +6.2% | -2.1% | +8.3% | +6.9% |
| 30D | -11.1% | -3.3% | -7.8% | -10.4% |
| 3M | -44.9% | +23.5% | -68.4% | -49.2% |
| 6M | +90.0% | +12.0% | +77.9% | +79.8% |
| YTD | +118.8% | -1.7% | +120.5% | +117.2% |
| 1Y | +109.0% | +3.2% | +105.8% | +102.9% |
| 3Y | +35.6% | +46.2% | -10.6% | +26.3% |
| All | +35.6% | +50.5% | -14.8% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling