+112.4%
ASML vs LYV
+98.5%
+13.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +2.8% | -5.3% | +8.2% | +5.1% |
| 30D | -0.2% | -7.9% | +7.7% | +3.1% |
| 3M | -2.6% | +4.5% | -7.1% | -5.1% |
| 6M | +27.9% | +2.5% | +25.3% | +25.2% |
| YTD | +62.4% | +19.3% | +43.1% | +48.2% |
| 1Y | +116.2% | -0.2% | +116.4% | +111.9% |
| 3Y | +182.4% | +110.0% | +72.4% | +90.9% |
| 5Y | +112.4% | +96.8% | +15.6% | +53.0% |
| All | +112.4% | +98.5% | +13.9% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling