+97,349.8%
ASML vs LHX
+5,007.2%
+92,342.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.0% |
| 7D | +1.1% | -2.0% | +3.1% | +2.1% |
| 30D | +2.2% | -9.9% | +12.1% | +7.5% |
| 3M | -2.3% | -16.5% | +14.2% | +5.4% |
| 6M | +23.0% | -29.6% | +52.6% | +44.3% |
| YTD | +61.1% | -11.6% | +72.6% | +67.1% |
| 1Y | +129.1% | -4.1% | +133.2% | +126.8% |
| 3Y | +165.4% | +53.3% | +112.1% | +98.6% |
| 5Y | +109.5% | +22.3% | +87.2% | +69.8% |
| 10Y | +1,645.7% | +231.9% | +1,413.9% | +644.2% |
| All | +97,349.8% | +5,007.2% | +92,342.6% | +6,819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling