+3,586.8%
LITE vs ASML
+1,545.2%
+2,041.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.6% | -4.3% | -5.4% |
| 7D | -31.4% | -10.0% | -21.4% | -25.8% |
| 30D | -42.6% | -19.4% | -23.1% | -32.6% |
| 3M | -26.2% | -12.5% | -13.7% | -17.3% |
| 6M | -35.8% | +8.2% | -44.0% | -37.3% |
| YTD | +70.0% | +40.7% | +29.3% | +40.5% |
| 1Y | +232.7% | +46.1% | +186.6% | +170.4% |
| 3Y | +1,365.7% | +138.5% | +1,227.3% | +761.0% |
| 5Y | +609.5% | +84.2% | +525.3% | +362.8% |
| 10Y | +1,721.9% | +1,505.1% | +216.8% | +214.2% |
| All | +3,586.8% | +1,545.2% | +2,041.5% | +577.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling