+1,559.3%
ASML vs LEN
+136.8%
+1,422.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.3% |
| 7D | +10.4% | -8.7% | +19.1% | +14.0% |
| 30D | -12.7% | +11.6% | -24.3% | -17.2% |
| 3M | -17.2% | -1.3% | -15.9% | -18.2% |
| 6M | -1.3% | -1.4% | +0.1% | -2.9% |
| YTD | +40.8% | -16.9% | +57.7% | +47.0% |
| 1Y | +45.2% | -31.2% | +76.4% | +62.2% |
| 3Y | +131.8% | -25.6% | +157.4% | +141.2% |
| 5Y | +84.0% | -13.3% | +97.3% | +75.7% |
| All | +1,559.3% | +136.8% | +1,422.4% | +979.7% |
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