+108.6%
ASML vs LHX
+22.8%
+85.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | +2.2% | -9.9% | +12.1% | +3.5% |
| 3M | -2.3% | -16.5% | +14.2% | -0.1% |
| 6M | +23.0% | -29.6% | +52.6% | +29.7% |
| YTD | +61.1% | -11.6% | +72.6% | +62.9% |
| 1Y | +129.1% | -4.1% | +133.2% | +128.5% |
| 3Y | +165.4% | +53.3% | +112.1% | +142.3% |
| All | +108.6% | +22.8% | +85.8% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling