+129.1%
ASML vs LSCC
+72.9%
+56.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.1% |
| 7D | +1.1% | +1.3% | -0.2% | +0.4% |
| 30D | +2.2% | -9.7% | +11.9% | +7.4% |
| 3M | -2.3% | -23.7% | +21.4% | +11.0% |
| 6M | +23.0% | +26.5% | -3.5% | +10.7% |
| YTD | +61.1% | +57.5% | +3.5% | +30.0% |
| 1Y | +129.1% | +75.7% | +53.4% | +77.1% |
| All | +129.1% | +72.9% | +56.2% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling