+1,670.8%
ASML vs LVS
+3.8%
+1,667.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | +2.2% | -3.2% | +5.4% | +3.3% |
| 3M | -2.3% | -12.0% | +9.7% | +2.2% |
| 6M | +23.0% | -19.9% | +42.9% | +33.2% |
| YTD | +61.1% | -30.6% | +91.7% | +82.8% |
| 1Y | +129.1% | -17.7% | +146.9% | +139.9% |
| 3Y | +165.4% | -14.2% | +179.6% | +164.4% |
| 5Y | +109.5% | +9.6% | +99.8% | +78.6% |
| All | +1,670.8% | +3.8% | +1,667.0% | +1,414.1% |
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