+1,708.0%
ASML vs LUMN
-55.8%
+1,763.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -6.2% | +10.3% | -16.5% | -7.3% |
| 3M | -10.5% | -18.3% | +7.8% | -8.7% |
| 6M | +22.9% | +4.4% | +18.5% | +21.8% |
| YTD | +59.5% | -10.7% | +70.2% | +59.4% |
| 1Y | +112.6% | +14.0% | +98.6% | +106.2% |
| 3Y | +177.4% | +406.6% | -229.2% | +106.9% |
| 5Y | +107.3% | -36.8% | +144.1% | +109.8% |
| All | +1,708.0% | -55.8% | +1,763.8% | +1,606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling