+116.2%
ASML vs LYB
+25.0%
+91.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +2.8% | -3.1% | +5.9% | +2.2% |
| 30D | -0.2% | +4.0% | -4.3% | +0.6% |
| 3M | -2.6% | +2.4% | -5.0% | -1.5% |
| 6M | +27.9% | -1.4% | +29.3% | +26.5% |
| YTD | +62.4% | +53.9% | +8.5% | +58.6% |
| 1Y | +116.2% | +26.1% | +90.1% | +96.3% |
| All | +116.2% | +25.0% | +91.2% | +96.3% |
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