+97,349.8%
ASML vs LSCC
+1,625.0%
+95,724.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +2.2% | -9.7% | +11.9% | +6.8% |
| 3M | -2.3% | -23.7% | +21.4% | +9.8% |
| 6M | +23.0% | +26.5% | -3.5% | +9.2% |
| YTD | +61.1% | +57.5% | +3.5% | +28.1% |
| 1Y | +129.1% | +75.7% | +53.4% | +71.8% |
| 3Y | +165.4% | +19.5% | +145.9% | +116.7% |
| 5Y | +109.5% | +83.8% | +25.7% | +37.7% |
| 10Y | +1,645.7% | +1,772.4% | -126.7% | +253.6% |
| All | +97,349.8% | +1,625.0% | +95,724.7% | +12,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling