+5,454.9%
ASML vs LPLA
+1,311.2%
+4,143.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.2% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | -2.3% | +23.2% | -25.5% | -10.0% |
| 6M | +23.0% | +15.5% | +7.4% | +15.4% |
| YTD | +61.1% | +0.9% | +60.2% | +57.6% |
| 1Y | +129.1% | +0.2% | +128.9% | +122.9% |
| 3Y | +165.4% | +55.2% | +110.1% | +114.5% |
| 5Y | +109.5% | +145.4% | -36.0% | +38.5% |
| 10Y | +1,645.7% | +1,229.7% | +416.1% | +536.3% |
| All | +5,454.9% | +1,311.2% | +4,143.7% | +1,623.4% |
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