+90.7%
ASML vs LTH
+188.2%
-97.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.6% |
| 7D | -19.0% | +5.3% | -24.3% | -20.4% |
| 30D | -25.9% | +18.3% | -44.2% | -29.9% |
| 3M | -19.1% | +5.4% | -24.4% | -20.8% |
| 6M | -5.7% | +62.5% | -68.3% | -20.5% |
| YTD | +27.6% | +79.6% | -52.1% | +3.7% |
| 1Y | +30.8% | +88.1% | -57.4% | +4.5% |
| 3Y | +116.2% | +272.5% | -156.2% | +32.5% |
| 5Y | +67.7% | +146.1% | -78.5% | -2.2% |
| All | +90.7% | +188.2% | -97.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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