+188.2%
ASML vs LYV
+111.8%
+76.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +6.0% | -3.8% | +9.8% | +7.4% |
| 30D | +1.4% | -5.7% | +7.0% | +3.3% |
| 3M | +1.0% | +6.9% | -5.8% | -2.2% |
| 6M | +37.0% | +9.2% | +27.8% | +31.1% |
| YTD | +65.8% | +19.6% | +46.1% | +52.5% |
| 1Y | +123.1% | +0.6% | +122.5% | +119.8% |
| 3Y | +188.2% | +110.6% | +77.6% | +91.3% |
| All | +188.2% | +111.8% | +76.4% | +91.3% |
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