+175.6%
ASML vs LOW
-5.7%
+181.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.9% |
| 30D | +2.2% | -7.0% | +9.2% | +5.4% |
| 3M | -2.3% | -0.9% | -1.4% | -3.2% |
| 6M | +23.0% | -20.1% | +43.0% | +36.0% |
| YTD | +61.1% | -13.9% | +75.0% | +70.5% |
| 1Y | +129.1% | -21.1% | +150.2% | +153.0% |
| All | +175.6% | -5.7% | +181.3% | +182.9% |
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