+108.6%
ASML vs LVS
+8.8%
+99.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +2.2% | -3.2% | +5.4% | +3.2% |
| 3M | -2.3% | -12.0% | +9.7% | +1.9% |
| 6M | +23.0% | -19.9% | +42.9% | +32.6% |
| YTD | +61.1% | -30.6% | +91.7% | +81.6% |
| 1Y | +129.1% | -17.7% | +146.9% | +139.1% |
| 3Y | +165.4% | -14.2% | +179.6% | +161.8% |
| All | +108.6% | +8.8% | +99.7% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling