+117.9%
ASML vs LVS
-10.7%
+128.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.8% | -9.5% |
| 7D | -19.0% | +11.4% | -30.4% | -21.6% |
| 30D | -25.9% | +13.6% | -39.6% | -28.7% |
| 3M | -19.1% | -10.0% | -9.0% | -16.7% |
| 6M | -5.7% | -20.6% | +14.8% | +0.4% |
| YTD | +27.6% | -35.5% | +63.1% | +44.4% |
| 1Y | +30.8% | -32.9% | +63.7% | +45.7% |
| All | +117.9% | -10.7% | +128.6% | +98.8% |
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