+1,395.4%
ASML vs LVS
-13.2%
+1,408.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | -9.0% | +11.1% | -20.1% | -12.9% |
| 30D | -21.0% | +14.7% | -35.6% | -25.4% |
| 3M | -16.3% | -10.9% | -5.4% | -13.0% |
| 6M | -7.5% | -22.3% | +14.8% | +0.8% |
| YTD | +34.0% | -35.8% | +69.8% | +56.1% |
| 1Y | +39.3% | -33.5% | +72.7% | +59.7% |
| 3Y | +128.9% | -11.7% | +140.6% | +124.0% |
| 5Y | +76.1% | +2.6% | +73.5% | +54.9% |
| All | +1,395.4% | -13.2% | +1,408.6% | +1,210.3% |
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