+1,559.3%
ASML vs LYV
+527.0%
+1,032.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | -0.6% | +11.0% | +10.5% |
| 30D | -12.7% | +5.1% | -17.9% | -14.4% |
| 3M | -17.2% | -2.8% | -14.4% | -16.6% |
| 6M | -1.3% | +8.7% | -10.0% | -5.0% |
| YTD | +40.8% | +26.4% | +14.4% | +27.5% |
| 1Y | +45.2% | +28.2% | +17.0% | +30.5% |
| 3Y | +131.8% | +105.8% | +26.0% | +71.1% |
| 5Y | +84.0% | +60.4% | +23.6% | +45.3% |
| All | +1,559.3% | +527.0% | +1,032.3% | +754.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling