+51.0%
ASML vs LEN
-28.8%
+79.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -6.4% | +8.9% | +3.8% |
| 30D | -12.2% | +15.6% | -27.9% | -16.1% |
| 3M | -14.6% | -0.8% | -13.9% | -14.4% |
| 6M | -1.7% | +0.4% | -2.1% | -2.2% |
| YTD | +44.3% | -14.1% | +58.4% | +47.1% |
| 1Y | +51.0% | -29.6% | +80.6% | +57.1% |
| All | +51.0% | -28.8% | +79.8% | +57.1% |
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