+1,708.0%
ASML vs LYV
+564.6%
+1,143.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.0% | -1.9% | +1.0% | -0.3% |
| 30D | -6.2% | -8.2% | +2.0% | -3.3% |
| 3M | -10.5% | -1.3% | -9.2% | -10.5% |
| 6M | +22.9% | +2.6% | +20.3% | +20.8% |
| YTD | +59.5% | +19.4% | +40.1% | +47.7% |
| 1Y | +112.6% | -2.2% | +114.8% | +110.4% |
| 3Y | +177.4% | +106.0% | +71.3% | +104.8% |
| 5Y | +107.3% | +97.7% | +9.6% | +52.3% |
| All | +1,708.0% | +564.6% | +1,143.3% | +743.9% |
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