+75.5%
ASML vs LPLA
+78.4%
-2.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +4.1% | -13.2% | -10.3% |
| 30D | -21.0% | -9.0% | -11.9% | -19.1% |
| 3M | -16.3% | -17.6% | +1.3% | -11.8% |
| 6M | -7.5% | -8.8% | +1.3% | -6.6% |
| YTD | +34.0% | -17.0% | +51.0% | +38.8% |
| 1Y | +39.3% | -20.4% | +59.7% | +46.5% |
| 3Y | +128.9% | +35.4% | +93.4% | +87.2% |
| All | +75.5% | +78.4% | -2.9% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling