+84.2%
ASML vs LIN
+70.5%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.5% |
| 7D | -10.0% | +3.3% | -13.3% | -12.4% |
| 30D | -19.4% | +8.8% | -28.2% | -24.8% |
| 3M | -12.5% | +8.6% | -21.1% | -18.5% |
| 6M | +8.2% | +7.0% | +1.2% | +1.0% |
| YTD | +40.7% | +24.3% | +16.4% | +14.3% |
| 1Y | +46.1% | +27.3% | +18.9% | +15.8% |
| 3Y | +138.5% | +38.9% | +99.6% | +67.2% |
| 5Y | +84.2% | +69.4% | +14.8% | -3.1% |
| All | +84.2% | +70.5% | +13.7% | -3.1% |
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