+1,323.9%
ASML vs LSCC
+1,155.2%
+168.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.6% | -0.7% | -5.2% |
| 7D | -19.0% | -4.8% | -14.2% | -17.3% |
| 30D | -25.9% | -27.1% | +1.2% | -14.5% |
| 3M | -19.1% | -23.6% | +4.5% | -9.0% |
| 6M | -5.7% | -19.8% | +14.1% | +2.9% |
| YTD | +27.6% | +33.2% | -5.6% | +7.9% |
| 1Y | +30.8% | +55.2% | -24.5% | +2.5% |
| 3Y | +116.2% | +70.1% | +46.1% | +48.7% |
| 5Y | +67.7% | +19.5% | +48.1% | +27.7% |
| All | +1,323.9% | +1,155.2% | +168.7% | +353.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling