+1,644.6%
ASML vs LOW
+220.8%
+1,423.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.5% |
| 7D | +1.1% | -1.7% | +2.8% | +2.0% |
| 30D | +2.2% | -7.0% | +9.2% | +6.1% |
| 3M | -2.3% | -0.9% | -1.4% | -3.0% |
| 6M | +23.0% | -20.1% | +43.0% | +37.3% |
| YTD | +61.1% | -13.9% | +75.0% | +71.9% |
| 1Y | +129.1% | -21.1% | +150.2% | +155.5% |
| 3Y | +165.4% | -6.6% | +172.0% | +165.1% |
| 5Y | +109.5% | +9.4% | +100.1% | +91.2% |
| All | +1,644.6% | +220.8% | +1,423.8% | +920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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