+1,582.8%
ASML vs LEN
+142.4%
+1,440.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +2.5% | -6.4% | +8.9% | +5.0% |
| 30D | -12.2% | +15.6% | -27.9% | -17.8% |
| 3M | -14.6% | -0.8% | -13.9% | -15.8% |
| 6M | -1.7% | +0.4% | -2.1% | -3.9% |
| YTD | +44.3% | -14.1% | +58.4% | +48.9% |
| 1Y | +51.0% | -29.6% | +80.6% | +67.3% |
| 3Y | +137.6% | -23.1% | +160.7% | +144.3% |
| 5Y | +92.7% | -8.9% | +101.6% | +80.8% |
| 10Y | +1,582.8% | +146.2% | +1,436.6% | +985.5% |
| All | +1,582.8% | +142.4% | +1,440.5% | +985.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling