+128.9%
ASML vs LVS
-11.1%
+140.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.1% |
| 7D | -9.0% | +11.1% | -20.1% | -11.8% |
| 30D | -21.0% | +14.7% | -35.6% | -24.2% |
| 3M | -16.3% | -10.9% | -5.4% | -13.7% |
| 6M | -7.5% | -22.3% | +14.8% | -0.8% |
| YTD | +34.0% | -35.8% | +69.8% | +51.8% |
| 1Y | +39.3% | -33.5% | +72.7% | +55.6% |
| 3Y | +128.9% | -11.7% | +140.6% | +109.0% |
| All | +128.9% | -11.1% | +140.0% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling