+100.2%
ASML vs LTH
+184.4%
-84.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.4% |
| 7D | -9.0% | +4.5% | -13.5% | -10.4% |
| 30D | -21.0% | +16.3% | -37.3% | -24.9% |
| 3M | -16.3% | +8.4% | -24.7% | -18.8% |
| 6M | -7.5% | +40.3% | -47.8% | -18.1% |
| YTD | +34.0% | +77.3% | -43.3% | +9.4% |
| 1Y | +39.3% | +88.0% | -48.7% | +11.2% |
| 3Y | +128.9% | +274.3% | -145.4% | +39.8% |
| 5Y | +76.1% | +142.9% | -66.8% | +3.1% |
| All | +100.2% | +184.4% | -84.1% | +16.1% |
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