+192.1%
VSH vs LPLA
+1,311.2%
-1,119.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +4.1% | -3.1% | +7.1% | +5.4% |
| 30D | -4.2% | -0.1% | -4.1% | -4.3% |
| 3M | -50.0% | +23.2% | -73.2% | -54.7% |
| 6M | +80.2% | +15.5% | +64.6% | +65.8% |
| YTD | +121.1% | +0.9% | +120.2% | +114.4% |
| 1Y | +112.0% | +0.2% | +111.8% | +105.1% |
| 3Y | +22.5% | +55.2% | -32.7% | -3.7% |
| 5Y | +64.0% | +145.4% | -81.4% | 0.0% |
| 10Y | +170.4% | +1,229.7% | -1,059.3% | -16.7% |
| All | +192.1% | +1,311.2% | -1,119.1% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling