+1,644.6%
ASML vs LH
+191.0%
+1,453.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.9% |
| 7D | +1.1% | -2.5% | +3.6% | +2.3% |
| 30D | +2.2% | +4.3% | -2.2% | -0.1% |
| 3M | -2.3% | +25.5% | -27.8% | -13.7% |
| 6M | +23.0% | +17.0% | +6.0% | +12.6% |
| YTD | +61.1% | +31.3% | +29.8% | +38.5% |
| 1Y | +129.1% | +20.0% | +109.1% | +105.2% |
| 3Y | +165.4% | +63.9% | +101.5% | +96.1% |
| 5Y | +109.5% | +30.9% | +78.6% | +72.8% |
| All | +1,644.6% | +191.0% | +1,453.6% | +823.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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