+446.1%
LITE vs ASML
+66.6%
+379.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.3% | -9.3% | -11.9% |
| 7D | -44.6% | -19.0% | -25.5% | -34.5% |
| 30D | -55.0% | -25.9% | -29.1% | -43.0% |
| 3M | -38.3% | -19.1% | -19.3% | -25.9% |
| 6M | -48.8% | -5.7% | -43.0% | -44.1% |
| YTD | +38.3% | +27.6% | +10.7% | +24.5% |
| 1Y | +119.0% | +30.8% | +88.2% | +95.2% |
| 3Y | +1,092.0% | +116.2% | +975.8% | +683.4% |
| 5Y | +446.1% | +67.7% | +378.4% | +267.5% |
| All | +446.1% | +66.6% | +379.4% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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