+75.5%
ASML vs LEN
-4.6%
+80.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +6.3% |
| 7D | -9.0% | +2.1% | -11.1% | -10.3% |
| 30D | -21.0% | +16.6% | -37.5% | -26.9% |
| 3M | -16.3% | +5.3% | -21.6% | -19.6% |
| 6M | -7.5% | -0.8% | -6.8% | -9.2% |
| YTD | +34.0% | -11.7% | +45.7% | +37.3% |
| 1Y | +39.3% | -24.6% | +63.9% | +52.5% |
| 3Y | +128.9% | -18.7% | +147.5% | +120.1% |
| All | +75.5% | -4.6% | +80.1% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling