+1,534.9%
ASML vs LYB
+31.3%
+1,503.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -2.9% | -8.3% | +5.5% | -0.1% |
| 30D | -15.2% | +0.9% | -16.1% | -15.8% |
| 3M | -12.9% | -2.3% | -10.6% | -12.9% |
| 6M | -5.0% | -13.8% | +8.7% | -1.7% |
| YTD | +41.8% | +44.6% | -2.8% | +15.3% |
| 1Y | +46.0% | +50.6% | -4.6% | +15.9% |
| 3Y | +133.5% | -21.4% | +154.9% | +135.8% |
| 5Y | +93.0% | -8.0% | +101.0% | +81.9% |
| 10Y | +1,534.9% | +28.2% | +1,506.7% | +1,261.5% |
| All | +1,534.9% | +31.3% | +1,503.6% | +1,261.5% |
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