+117.9%
ASML vs LEN
-15.5%
+133.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.2% |
| 7D | -19.0% | +7.2% | -26.2% | -20.7% |
| 30D | -25.9% | +19.1% | -45.0% | -29.8% |
| 3M | -19.1% | +4.9% | -24.0% | -20.6% |
| 6M | -5.7% | +7.6% | -13.3% | -8.4% |
| YTD | +27.6% | -8.9% | +36.5% | +28.9% |
| 1Y | +30.8% | -22.7% | +53.5% | +37.9% |
| All | +117.9% | -15.5% | +133.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling