+75.5%
ASML vs LOW
+4.9%
+70.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.6% |
| 7D | -9.0% | +7.4% | -16.4% | -12.8% |
| 30D | -21.0% | +24.5% | -45.4% | -30.7% |
| 3M | -16.3% | +3.5% | -19.8% | -18.6% |
| 6M | -7.5% | -2.6% | -5.0% | -7.7% |
| YTD | +34.0% | -4.8% | +38.8% | +34.8% |
| 1Y | +39.3% | -0.8% | +40.1% | +36.0% |
| 3Y | +128.9% | +22.8% | +106.0% | +85.2% |
| All | +75.5% | +4.9% | +70.6% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling