+164.9%
ASML vs LTH
+152.2%
+12.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +2.2% | -4.6% | +6.8% | +3.3% |
| 3M | -2.3% | +32.8% | -35.1% | -9.9% |
| 6M | +23.0% | +64.6% | -41.6% | +6.7% |
| YTD | +61.1% | +62.6% | -1.6% | +39.9% |
| 1Y | +129.1% | +49.9% | +79.2% | +102.5% |
| All | +164.9% | +152.2% | +12.7% | +116.9% |
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 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