+117.9%
ASML vs LNT
+58.9%
+59.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.5% |
| 7D | -19.0% | +4.7% | -23.7% | -17.8% |
| 30D | -25.9% | +13.0% | -38.9% | -23.0% |
| 3M | -19.1% | +5.4% | -24.5% | -17.6% |
| 6M | -5.7% | +2.0% | -7.8% | -4.8% |
| YTD | +27.6% | +16.5% | +11.1% | +33.3% |
| 1Y | +30.8% | +13.3% | +17.5% | +35.9% |
| All | +117.9% | +58.9% | +59.0% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling