+77,094.7%
ASML vs LEN
+4,203.2%
+72,891.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.1% |
| 7D | -19.0% | +7.2% | -26.2% | -21.2% |
| 30D | -25.9% | +19.1% | -45.0% | -30.7% |
| 3M | -19.1% | +4.9% | -24.0% | -21.5% |
| 6M | -5.7% | +7.6% | -13.3% | -9.5% |
| YTD | +27.6% | -8.9% | +36.5% | +28.8% |
| 1Y | +30.8% | -22.7% | +53.5% | +38.8% |
| 3Y | +116.2% | -16.8% | +133.1% | +117.9% |
| 5Y | +67.7% | -1.4% | +69.0% | +58.7% |
| 10Y | +1,355.3% | +160.3% | +1,195.0% | +833.4% |
| All | +77,094.7% | +4,203.2% | +72,891.5% | +13,208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling