+47.5%
ASML vs LVS
-37.7%
+85.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.2% |
| 7D | +4.9% | -0.8% | +5.8% | +5.0% |
| 30D | -9.3% | +10.0% | -19.3% | -9.8% |
| 3M | -19.0% | -11.0% | -7.9% | -17.9% |
| 6M | -5.2% | -20.1% | +14.9% | -2.2% |
| YTD | +40.6% | -36.3% | +77.0% | +48.5% |
| 1Y | +47.5% | -36.8% | +84.3% | +57.0% |
| All | +47.5% | -37.7% | +85.2% | +57.0% |
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