+123.1%
ASML vs LVS
-16.6%
+139.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | +1.4% | -3.9% | +5.3% | +1.7% |
| 3M | +1.0% | -12.9% | +13.9% | +2.7% |
| 6M | +37.0% | -16.9% | +53.9% | +40.1% |
| YTD | +65.8% | -31.2% | +97.0% | +70.8% |
| 1Y | +123.1% | -16.4% | +139.5% | +129.6% |
| All | +123.1% | -16.6% | +139.7% | +129.6% |
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