+117.9%
ASML vs LII
-6.9%
+124.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.1% |
| 7D | -19.0% | +0.2% | -19.2% | -19.1% |
| 30D | -25.9% | -4.6% | -21.3% | -25.0% |
| 3M | -19.1% | -21.7% | +2.6% | -10.3% |
| 6M | -5.7% | -32.8% | +27.1% | +10.3% |
| YTD | +27.6% | -27.5% | +55.1% | +41.6% |
| 1Y | +30.8% | -28.0% | +58.8% | +45.4% |
| All | +117.9% | -6.9% | +124.8% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling