+67.7%
ASML vs LIN
+68.3%
-0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -8.8% |
| 7D | -19.0% | +3.6% | -22.6% | -21.4% |
| 30D | -25.9% | +6.4% | -32.3% | -29.6% |
| 3M | -19.1% | +6.5% | -25.6% | -23.4% |
| 6M | -5.7% | +4.9% | -10.6% | -10.6% |
| YTD | +27.6% | +23.4% | +4.1% | +4.2% |
| 1Y | +30.8% | +26.3% | +4.5% | +4.3% |
| 3Y | +116.2% | +38.0% | +78.2% | +52.4% |
| 5Y | +67.7% | +68.0% | -0.3% | -11.7% |
| All | +67.7% | +68.3% | -0.6% | -11.7% |
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