+168.5%
VSH vs LPLA
+1,084.6%
-916.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.0% | +9.7% |
| 7D | +12.8% | -3.2% | +15.9% | +14.4% |
| 30D | -9.0% | -8.6% | -0.4% | -6.6% |
| 3M | -12.2% | -18.7% | +6.5% | -5.8% |
| 6M | -15.9% | +4.5% | -20.5% | -19.8% |
| YTD | +103.2% | -15.3% | +118.6% | +108.9% |
| 1Y | +108.4% | -19.9% | +128.3% | +119.6% |
| 3Y | +41.6% | +33.4% | +8.1% | +17.0% |
| 5Y | +54.6% | +87.4% | -32.8% | +4.5% |
| 10Y | +138.2% | +800.4% | -662.2% | -16.0% |
| All | +168.5% | +1,084.6% | -916.1% | -30.2% |
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 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