+133.9%
ASML vs LNT
+67.4%
+66.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | 0.0% |
| 7D | +4.9% | +1.0% | +3.9% | +5.3% |
| 30D | -9.3% | +9.6% | -18.9% | -6.4% |
| 3M | -19.0% | +5.4% | -24.4% | -17.5% |
| 6M | -5.2% | +3.1% | -8.3% | -4.0% |
| YTD | +40.6% | +16.5% | +24.1% | +47.1% |
| 1Y | +47.5% | +12.3% | +35.2% | +53.1% |
| 3Y | +133.9% | +70.3% | +63.6% | +166.9% |
| All | +133.9% | +67.4% | +66.5% | +166.9% |
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