+140.0%
ASML vs LHX
+59.8%
+80.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.5% | +6.5% | -3.9% | +1.9% |
| 30D | -12.2% | +16.1% | -28.3% | -13.2% |
| 3M | -14.6% | -2.8% | -11.8% | -14.2% |
| 6M | -1.7% | -7.7% | +6.0% | -1.0% |
| YTD | +44.3% | -4.6% | +48.9% | +44.8% |
| 1Y | +51.0% | -6.8% | +57.8% | +51.9% |
| All | +140.0% | +59.8% | +80.2% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling