+1,644.6%
ASML vs LEN
+109.8%
+1,534.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | +1.1% | -3.2% | +4.3% | +2.3% |
| 30D | +2.2% | -4.9% | +7.1% | +4.0% |
| 3M | -2.3% | -8.5% | +6.2% | +0.6% |
| 6M | +23.0% | -20.7% | +43.6% | +33.7% |
| YTD | +61.1% | -17.4% | +78.5% | +71.3% |
| 1Y | +129.1% | -38.2% | +167.4% | +170.0% |
| 3Y | +165.4% | -24.9% | +190.2% | +178.9% |
| 5Y | +109.5% | -11.4% | +120.9% | +101.7% |
| All | +1,644.6% | +109.8% | +1,534.8% | +1,067.3% |
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