+39.3%
ASML vs LVS
-33.5%
+72.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.0% |
| 7D | -9.0% | +11.1% | -20.1% | -9.5% |
| 30D | -21.0% | +14.7% | -35.6% | -21.6% |
| 3M | -16.3% | -10.9% | -5.4% | -15.2% |
| 6M | -7.5% | -22.3% | +14.8% | -4.1% |
| YTD | +34.0% | -35.8% | +69.8% | +39.6% |
| 1Y | +39.3% | -33.5% | +72.7% | +45.5% |
| All | +39.3% | -33.5% | +72.8% | +45.5% |
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