+46.1%
ASML vs LVS
-31.5%
+77.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -3.9% |
| 7D | -10.0% | +13.4% | -23.4% | -10.7% |
| 30D | -19.4% | +12.2% | -31.6% | -20.0% |
| 3M | -12.5% | -10.7% | -1.7% | -11.4% |
| 6M | +8.2% | -19.8% | +28.1% | +11.5% |
| YTD | +40.7% | -35.8% | +76.5% | +46.7% |
| 1Y | +46.1% | -31.8% | +77.9% | +53.2% |
| All | +46.1% | -31.5% | +77.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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