+1,557.1%
ASML vs LPLA
+758.1%
+799.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.9% | -0.9% | +5.9% | +5.3% |
| 30D | -9.3% | -9.5% | +0.2% | -6.7% |
| 3M | -19.0% | -21.9% | +2.9% | -12.2% |
| 6M | -5.2% | -2.6% | -2.6% | -6.6% |
| YTD | +40.6% | -17.8% | +58.4% | +46.5% |
| 1Y | +47.5% | -21.2% | +68.7% | +56.3% |
| 3Y | +133.9% | +30.6% | +103.2% | +92.8% |
| 5Y | +83.8% | +81.3% | +2.4% | +25.2% |
| All | +1,557.1% | +758.1% | +799.0% | +541.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling