+160.2%
VXUS vs LPLA
+1,058.5%
-898.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.6% |
| 7D | -1.8% | +4.1% | -5.9% | -2.7% |
| 30D | -4.6% | -9.0% | +4.5% | -2.9% |
| 3M | -6.1% | -17.6% | +11.5% | -2.4% |
| 6M | -4.9% | -8.8% | +3.9% | -3.9% |
| YTD | +8.1% | -17.0% | +25.1% | +10.9% |
| 1Y | +12.1% | -20.4% | +32.5% | +16.1% |
| 3Y | +63.9% | +35.4% | +28.4% | +43.7% |
| 5Y | +43.1% | +79.7% | -36.6% | +12.3% |
| 10Y | +139.2% | +915.0% | -775.7% | +12.7% |
| All | +160.2% | +1,058.5% | -898.3% | +1.7% |
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