+1,323.9%
ASML vs LPLA
+921.0%
+402.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -8.1% |
| 7D | -19.0% | +7.6% | -26.7% | -21.4% |
| 30D | -25.9% | -9.5% | -16.5% | -23.8% |
| 3M | -19.1% | -16.3% | -2.7% | -14.6% |
| 6M | -5.7% | -8.0% | +2.2% | -5.1% |
| YTD | +27.6% | -15.5% | +43.1% | +31.6% |
| 1Y | +30.8% | -19.4% | +50.1% | +37.4% |
| 3Y | +116.2% | +39.7% | +76.5% | +74.2% |
| 5Y | +67.7% | +83.0% | -15.3% | +14.9% |
| All | +1,323.9% | +921.0% | +402.9% | +489.9% |
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