+1,557.1%
ASML vs LYB
+38.1%
+1,519.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +4.9% | +6.1% | -1.2% | +2.9% |
| 30D | -9.3% | +5.3% | -14.6% | -11.1% |
| 3M | -19.0% | +4.3% | -23.3% | -20.7% |
| 6M | -5.2% | -10.8% | +5.6% | -2.9% |
| YTD | +40.6% | +53.8% | -13.1% | +12.0% |
| 1Y | +47.5% | +50.5% | -3.0% | +17.9% |
| 3Y | +133.9% | -16.4% | +150.3% | +131.4% |
| 5Y | +83.8% | -4.8% | +88.6% | +71.5% |
| All | +1,557.1% | +38.1% | +1,519.0% | +1,260.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling