+108.6%
ASML vs LEN
-10.8%
+119.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | +1.1% | -3.2% | +4.3% | +2.5% |
| 30D | +2.2% | -4.9% | +7.1% | +4.3% |
| 3M | -2.3% | -8.5% | +6.2% | +1.1% |
| 6M | +23.0% | -20.7% | +43.6% | +35.4% |
| YTD | +61.1% | -17.4% | +78.5% | +72.6% |
| 1Y | +129.1% | -38.2% | +167.4% | +177.9% |
| 3Y | +165.4% | -24.9% | +190.2% | +168.4% |
| All | +108.6% | -10.8% | +119.4% | +76.7% |
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 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