+1,395.4%
ASML vs LII
+162.0%
+1,233.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +6.0% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | -21.0% | -4.6% | -16.4% | -19.9% |
| 3M | -16.3% | -21.2% | +4.9% | -6.6% |
| 6M | -7.5% | -36.4% | +28.9% | +13.2% |
| YTD | +34.0% | -28.9% | +62.9% | +52.9% |
| 1Y | +39.3% | -29.5% | +68.8% | +59.2% |
| 3Y | +128.9% | -8.6% | +137.4% | +119.9% |
| 5Y | +76.1% | +20.2% | +55.9% | +40.9% |
| All | +1,395.4% | +162.0% | +1,233.4% | +792.0% |
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