+117.9%
ASML vs LOW
+24.1%
+93.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -9.0% |
| 7D | -19.0% | +9.6% | -28.7% | -21.8% |
| 30D | -25.9% | +24.5% | -50.4% | -32.3% |
| 3M | -19.1% | +4.0% | -23.0% | -20.2% |
| 6M | -5.7% | +2.2% | -7.9% | -6.8% |
| YTD | +27.6% | -3.7% | +31.3% | +29.0% |
| 1Y | +30.8% | -0.9% | +31.7% | +30.0% |
| All | +117.9% | +24.1% | +93.8% | +88.9% |
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