+1,644.6%
ASML vs LII
+168.6%
+1,476.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | +2.2% | -12.6% | +14.8% | +9.3% |
| 3M | -2.3% | -24.4% | +22.1% | +10.6% |
| 6M | +23.0% | -28.7% | +51.7% | +43.3% |
| YTD | +61.1% | -19.1% | +80.2% | +74.0% |
| 1Y | +129.1% | -29.7% | +158.8% | +164.7% |
| 3Y | +165.4% | +4.8% | +160.6% | +139.8% |
| 5Y | +109.5% | +24.6% | +84.9% | +65.8% |
| All | +1,644.6% | +168.6% | +1,476.0% | +923.3% |
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