+129.1%
ASML vs LYB
+25.6%
+103.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +3.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | +8.7% | -6.5% | +4.0% |
| 3M | -2.3% | -3.0% | +0.7% | -2.1% |
| 6M | +23.0% | +4.7% | +18.2% | +21.3% |
| YTD | +61.1% | +51.6% | +9.5% | +56.5% |
| 1Y | +129.1% | +24.4% | +104.8% | +112.3% |
| All | +129.1% | +25.6% | +103.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling