+164.9%
ASML vs LII
+5.3%
+159.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.7% |
| 3M | -2.3% | -24.4% | +22.1% | +9.3% |
| 6M | +23.0% | -28.7% | +51.7% | +41.1% |
| YTD | +61.1% | -19.1% | +80.2% | +71.8% |
| 1Y | +129.1% | -29.7% | +158.8% | +161.7% |
| All | +164.9% | +5.3% | +159.6% | +131.5% |
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 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