+68.5%
VSH vs LPLA
+150.0%
-81.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +4.1% | -3.1% | +7.1% | +5.1% |
| 30D | -4.2% | -0.1% | -4.1% | -4.3% |
| 3M | -50.0% | +23.2% | -73.2% | -53.8% |
| 6M | +80.2% | +15.5% | +64.6% | +68.7% |
| YTD | +121.1% | +0.9% | +120.2% | +116.7% |
| 1Y | +112.0% | +0.2% | +111.8% | +107.6% |
| 3Y | +22.5% | +55.2% | -32.7% | +3.1% |
| All | +68.5% | +150.0% | -81.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling