+133.9%
ASML vs LVS
-9.1%
+142.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.9% |
| 7D | +4.9% | -0.8% | +5.8% | +5.1% |
| 30D | -9.3% | +10.0% | -19.3% | -11.9% |
| 3M | -19.0% | -11.0% | -7.9% | -16.5% |
| 6M | -5.2% | -20.1% | +14.9% | +0.7% |
| YTD | +40.6% | -36.3% | +77.0% | +59.6% |
| 1Y | +47.5% | -36.8% | +84.3% | +67.9% |
| 3Y | +133.9% | -9.5% | +143.4% | +111.9% |
| All | +133.9% | -9.1% | +142.9% | +111.9% |
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