+351.0%
LRCX vs ASML
+164.3%
+186.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +0.8% |
| 30D | +0.1% | +2.2% | -2.1% | -1.9% |
| 3M | -8.5% | -2.3% | -6.2% | -3.8% |
| 6M | +38.1% | +23.0% | +15.1% | +18.1% |
| YTD | +80.1% | +61.1% | +19.0% | +22.2% |
| 1Y | +208.1% | +129.1% | +78.9% | +55.3% |
| All | +351.0% | +164.3% | +186.7% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling