+110.4%
ASML vs LTH
+174.8%
-64.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -1.2% |
| 7D | +10.4% | -4.6% | +15.0% | +11.9% |
| 30D | -12.7% | +14.8% | -27.6% | -16.7% |
| 3M | -17.2% | +3.9% | -21.1% | -18.6% |
| 6M | -1.3% | +35.5% | -36.8% | -11.6% |
| YTD | +40.8% | +71.3% | -30.5% | +16.1% |
| 1Y | +45.2% | +75.7% | -30.5% | +18.5% |
| 3Y | +131.8% | +231.9% | -100.1% | +47.8% |
| 5Y | +84.0% | +130.5% | -46.4% | +9.3% |
| All | +110.4% | +174.8% | -64.4% | +23.2% |
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