+130.0%
ASML vs LOW
+24.0%
+106.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.4% |
| 7D | -9.0% | +7.4% | -16.4% | -11.5% |
| 30D | -21.0% | +24.5% | -45.4% | -27.8% |
| 3M | -16.3% | +3.5% | -19.8% | -17.5% |
| 6M | -7.5% | -2.6% | -5.0% | -6.6% |
| YTD | +34.0% | -4.8% | +38.8% | +36.0% |
| 1Y | +39.3% | -0.8% | +40.1% | +38.1% |
| All | +130.0% | +24.0% | +106.0% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling