+117.9%
ASML vs LTH
+273.3%
-155.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.5% |
| 7D | -19.0% | +5.3% | -24.3% | -20.1% |
| 30D | -25.9% | +18.3% | -44.2% | -29.0% |
| 3M | -19.1% | +5.4% | -24.4% | -20.3% |
| 6M | -5.7% | +62.5% | -68.3% | -17.9% |
| YTD | +27.6% | +79.6% | -52.1% | +7.9% |
| 1Y | +30.8% | +88.1% | -57.4% | +9.1% |
| All | +117.9% | +273.3% | -155.4% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling