+144.3%
ASML vs LNT
+63.0%
+81.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.6% |
| 7D | -0.8% | +0.6% | -1.4% | -0.6% |
| 30D | -14.9% | +12.4% | -27.3% | -11.6% |
| 3M | -13.0% | +6.7% | -19.7% | -11.0% |
| 6M | -4.7% | +3.9% | -8.6% | -3.3% |
| YTD | +42.3% | +16.5% | +25.8% | +48.8% |
| 1Y | +49.7% | +12.5% | +37.2% | +55.4% |
| 3Y | +144.3% | +66.9% | +77.4% | +179.4% |
| All | +144.3% | +63.0% | +81.3% | +179.4% |
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