+108.6%
ASML vs LIN
+61.6%
+47.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.9% |
| 7D | +1.1% | -2.1% | +3.2% | +2.8% |
| 30D | +2.2% | -2.4% | +4.6% | +3.9% |
| 3M | -2.3% | -5.6% | +3.3% | +1.1% |
| 6M | +23.0% | -3.4% | +26.4% | +24.1% |
| YTD | +61.1% | +13.1% | +48.0% | +41.0% |
| 1Y | +129.1% | +2.5% | +126.6% | +117.7% |
| 3Y | +165.4% | +27.6% | +137.8% | +97.9% |
| All | +108.6% | +61.6% | +47.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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