+97,349.8%
ASML vs LOW
+7,297.8%
+90,052.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.6% |
| 7D | +1.1% | -1.7% | +2.8% | +2.0% |
| 30D | +2.2% | -7.0% | +9.2% | +5.8% |
| 3M | -2.3% | -0.9% | -1.4% | -2.9% |
| 6M | +23.0% | -20.1% | +43.0% | +36.0% |
| YTD | +61.1% | -13.9% | +75.0% | +71.1% |
| 1Y | +129.1% | -21.1% | +150.2% | +153.2% |
| 3Y | +165.4% | -6.6% | +172.0% | +166.4% |
| 5Y | +109.5% | +9.4% | +100.1% | +94.6% |
| 10Y | +1,645.7% | +220.5% | +1,425.2% | +810.6% |
| All | +97,349.8% | +7,297.8% | +90,052.0% | +15,855.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling