+133.5%
ASML vs LYV
+107.1%
+26.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -15.2% | +4.6% | -19.8% | -16.6% |
| 3M | -12.9% | -3.5% | -9.4% | -12.1% |
| 6M | -5.0% | +9.2% | -14.2% | -8.9% |
| YTD | +41.8% | +25.1% | +16.7% | +28.5% |
| 1Y | +46.0% | +24.3% | +21.7% | +32.5% |
| 3Y | +133.5% | +103.7% | +29.8% | +62.3% |
| All | +133.5% | +107.1% | +26.4% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling