+129.1%
ASML vs LHX
-4.7%
+133.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.3% | +4.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +2.2% | -10.4% | +12.6% | +2.8% |
| 3M | -2.3% | -16.9% | +14.6% | -0.6% |
| 6M | +23.0% | -29.9% | +52.9% | +32.3% |
| YTD | +61.1% | -12.0% | +73.0% | +60.0% |
| 1Y | +129.1% | -4.5% | +133.6% | +135.2% |
| All | +129.1% | -4.7% | +133.8% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling