+39.3%
ASML vs LEN
-25.4%
+64.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.6% |
| 7D | -9.0% | +2.1% | -11.1% | -9.6% |
| 30D | -21.0% | +16.6% | -37.5% | -24.4% |
| 3M | -16.3% | +5.3% | -21.6% | -17.6% |
| 6M | -7.5% | -0.8% | -6.8% | -7.2% |
| YTD | +34.0% | -11.7% | +45.7% | +35.8% |
| 1Y | +39.3% | -24.6% | +63.9% | +43.5% |
| All | +39.3% | -25.4% | +64.7% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling