+77,094.7%
ASML vs LH
+1,162.9%
+75,931.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.0% |
| 7D | -19.0% | -1.3% | -17.7% | -18.7% |
| 30D | -25.9% | +16.6% | -42.5% | -29.4% |
| 3M | -19.1% | +16.0% | -35.0% | -22.9% |
| 6M | -5.7% | +42.0% | -47.7% | -15.9% |
| YTD | +27.6% | +45.9% | -18.3% | +12.7% |
| 1Y | +30.8% | +46.4% | -15.6% | +15.3% |
| 3Y | +116.2% | +79.0% | +37.3% | +77.5% |
| 5Y | +67.7% | +62.3% | +5.4% | +41.5% |
| 10Y | +1,355.3% | +265.9% | +1,089.5% | +863.6% |
| All | +77,094.7% | +1,162.9% | +75,931.8% | +25,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling