+128.9%
ASML vs LEN
-18.1%
+147.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.8% |
| 7D | -9.0% | +2.1% | -11.1% | -9.8% |
| 30D | -21.0% | +16.6% | -37.5% | -24.8% |
| 3M | -16.3% | +5.3% | -21.6% | -18.2% |
| 6M | -7.5% | -0.8% | -6.8% | -8.2% |
| YTD | +34.0% | -11.7% | +45.7% | +36.4% |
| 1Y | +39.3% | -24.6% | +63.9% | +47.6% |
| 3Y | +128.9% | -18.7% | +147.5% | +109.1% |
| All | +128.9% | -18.1% | +147.0% | +109.1% |
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 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