+1,696.4%
ASML vs LYB
+49.7%
+1,646.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -6.2% | +1.5% | -7.8% | -6.8% |
| 3M | -2.6% | -0.3% | -2.3% | -3.2% |
| 6M | +22.4% | +0.1% | +22.4% | +17.8% |
| YTD | +58.5% | +53.4% | +5.0% | +27.2% |
| 1Y | +114.2% | +25.6% | +88.5% | +84.2% |
| 3Y | +175.5% | -21.3% | +196.8% | +181.1% |
| 5Y | +105.9% | -2.4% | +108.4% | +91.1% |
| All | +1,696.4% | +49.7% | +1,646.7% | +1,312.7% |
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