+39.3%
ASML vs LTH
+84.4%
-45.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.3% |
| 7D | -9.0% | +4.5% | -13.5% | -9.9% |
| 30D | -21.0% | +16.3% | -37.3% | -23.6% |
| 3M | -16.3% | +8.4% | -24.7% | -17.7% |
| 6M | -7.5% | +40.3% | -47.8% | -17.0% |
| YTD | +34.0% | +77.3% | -43.3% | +12.3% |
| 1Y | +39.3% | +88.0% | -48.7% | +17.9% |
| All | +39.3% | +84.4% | -45.1% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling