+114.2%
ASML vs LYV
-0.4%
+114.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.5% | -4.2% | +6.7% | +3.1% |
| 30D | -6.2% | -7.2% | +1.0% | -5.2% |
| 3M | -2.6% | +1.5% | -4.1% | -3.5% |
| 6M | +22.4% | +2.7% | +19.7% | +19.9% |
| YTD | +58.5% | +19.4% | +39.1% | +54.9% |
| 1Y | +114.2% | -0.5% | +114.6% | +100.5% |
| All | +114.2% | -0.4% | +114.6% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling