+128.9%
ASML vs LYB
-20.5%
+149.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.1% |
| 7D | -9.0% | -11.5% | +2.5% | -8.1% |
| 30D | -21.0% | +3.8% | -24.8% | -21.3% |
| 3M | -16.3% | -0.2% | -16.1% | -16.5% |
| 6M | -7.5% | -15.6% | +8.1% | -5.8% |
| YTD | +34.0% | +44.9% | -10.9% | +13.8% |
| 1Y | +39.3% | +52.3% | -13.0% | +15.6% |
| 3Y | +128.9% | -19.9% | +148.7% | +140.8% |
| All | +128.9% | -20.5% | +149.3% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling