+82.7%
ASML vs LH
+54.7%
+28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.9% | +1.1% | +3.9% | +4.5% |
| 30D | -9.3% | +16.7% | -26.0% | -15.2% |
| 3M | -19.0% | +15.1% | -34.1% | -24.0% |
| 6M | -5.2% | +46.3% | -51.5% | -21.0% |
| YTD | +40.6% | +48.8% | -8.2% | +15.7% |
| 1Y | +47.5% | +39.7% | +7.8% | +25.2% |
| 3Y | +133.9% | +87.0% | +46.8% | +63.1% |
| All | +82.7% | +54.7% | +28.0% | +31.3% |
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