+1,582.8%
ASML vs LOW
+303.6%
+1,279.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.5% | +1.0% | +1.6% | +2.1% |
| 30D | -12.2% | +25.6% | -37.8% | -22.7% |
| 3M | -14.6% | +5.3% | -20.0% | -17.8% |
| 6M | -1.7% | +3.7% | -5.5% | -5.6% |
| YTD | +44.3% | -1.9% | +46.2% | +42.4% |
| 1Y | +51.0% | +0.6% | +50.4% | +46.7% |
| 3Y | +137.6% | +26.4% | +111.2% | +99.6% |
| 5Y | +92.7% | +10.1% | +82.6% | +72.9% |
| 10Y | +1,582.8% | +301.3% | +1,281.5% | +783.6% |
| All | +1,582.8% | +303.6% | +1,279.2% | +783.6% |
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