+1,534.9%
ASML vs LVS
-13.0%
+1,547.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -1.0% |
| 7D | -2.9% | +6.7% | -9.5% | -5.5% |
| 30D | -15.2% | +13.8% | -29.0% | -19.7% |
| 3M | -12.9% | -9.5% | -3.4% | -10.1% |
| 6M | -5.0% | -22.0% | +17.0% | +3.4% |
| YTD | +41.8% | -35.7% | +77.5% | +64.9% |
| 1Y | +46.0% | -36.7% | +82.7% | +70.9% |
| 3Y | +133.5% | -8.8% | +142.3% | +125.4% |
| 5Y | +93.0% | +9.5% | +83.5% | +65.3% |
| 10Y | +1,534.9% | -10.9% | +1,545.8% | +1,361.8% |
| All | +1,534.9% | -13.0% | +1,547.9% | +1,361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling