+92.7%
ASML vs LVS
+8.3%
+84.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | -12.2% | +12.2% | -24.4% | -16.3% |
| 3M | -14.6% | -11.3% | -3.3% | -11.2% |
| 6M | -1.7% | -21.6% | +19.9% | +6.6% |
| YTD | +44.3% | -36.6% | +80.9% | +68.6% |
| 1Y | +51.0% | -38.4% | +89.4% | +78.5% |
| 3Y | +137.6% | -10.2% | +147.7% | +127.2% |
| 5Y | +92.7% | +9.4% | +83.3% | +59.9% |
| All | +92.7% | +8.3% | +84.5% | +59.9% |
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 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