+86.4%
ASML vs LH
+63.0%
+23.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.6% |
| 7D | -0.8% | +4.6% | -5.4% | -2.7% |
| 30D | -14.9% | +19.1% | -34.0% | -21.0% |
| 3M | -13.0% | +16.7% | -29.7% | -18.8% |
| 6M | -4.7% | +47.0% | -51.7% | -20.6% |
| YTD | +42.3% | +49.3% | -7.0% | +17.3% |
| 1Y | +49.7% | +48.6% | +1.1% | +23.5% |
| 3Y | +144.3% | +87.8% | +56.4% | +71.3% |
| 5Y | +86.4% | +65.0% | +21.3% | +34.8% |
| All | +86.4% | +63.0% | +23.3% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling