+1,767.1%
ASML vs LHX
+228.2%
+1,538.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.9% |
| 30D | -0.2% | -13.2% | +12.9% | +3.6% |
| 3M | -2.6% | -18.4% | +15.8% | +2.3% |
| 6M | +27.9% | -32.0% | +59.8% | +41.7% |
| YTD | +62.4% | -13.6% | +76.1% | +67.0% |
| 1Y | +116.2% | -6.0% | +122.2% | +116.1% |
| 3Y | +182.4% | +57.9% | +124.4% | +134.7% |
| 5Y | +112.4% | +19.2% | +93.2% | +89.8% |
| 10Y | +1,767.1% | +232.3% | +1,534.8% | +995.2% |
| All | +1,767.1% | +228.2% | +1,538.8% | +995.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling