+1,323.9%
ASML vs LII
+167.2%
+1,156.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -7.9% |
| 7D | -19.0% | +0.2% | -19.2% | -19.2% |
| 30D | -25.9% | -4.6% | -21.3% | -24.8% |
| 3M | -19.1% | -21.7% | +2.6% | -9.4% |
| 6M | -5.7% | -32.8% | +27.1% | +12.1% |
| YTD | +27.6% | -27.5% | +55.1% | +44.2% |
| 1Y | +30.8% | -28.0% | +58.8% | +47.9% |
| 3Y | +116.2% | -7.2% | +123.4% | +106.4% |
| 5Y | +67.7% | +22.6% | +45.1% | +32.9% |
| All | +1,323.9% | +167.2% | +1,156.7% | +741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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