+7,799.7%
ASML vs LII
+2,874.9%
+4,924.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -5.3% |
| 7D | -10.0% | +7.9% | -17.9% | -13.4% |
| 30D | -19.4% | -0.6% | -18.8% | -20.0% |
| 3M | -12.5% | -19.3% | +6.9% | -4.4% |
| 6M | +8.2% | -29.8% | +38.1% | +24.1% |
| YTD | +40.7% | -25.4% | +66.1% | +55.7% |
| 1Y | +46.1% | -26.2% | +72.3% | +62.1% |
| 3Y | +138.5% | -4.5% | +143.0% | +130.2% |
| 5Y | +84.2% | +26.7% | +57.5% | +54.2% |
| 10Y | +1,505.1% | +179.5% | +1,325.7% | +801.5% |
| All | +7,799.7% | +2,874.9% | +4,924.7% | +918.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling