+7,554.7%
ASML vs LDOS
+494.7%
+7,060.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | -5.4% | +6.5% | +3.2% |
| 30D | +2.2% | +4.9% | -2.7% | +0.1% |
| 3M | -2.3% | +7.2% | -9.5% | -6.0% |
| 6M | +23.0% | -24.2% | +47.2% | +34.9% |
| YTD | +61.1% | -25.8% | +86.9% | +76.6% |
| 1Y | +129.1% | -24.7% | +153.8% | +148.9% |
| 3Y | +165.4% | +39.3% | +126.1% | +114.2% |
| 5Y | +109.5% | +43.3% | +66.2% | +62.9% |
| 10Y | +1,645.7% | +278.6% | +1,367.1% | +731.7% |
| All | +7,554.7% | +494.7% | +7,060.0% | +2,545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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