+5,433.0%
ASML vs LYB
+622.7%
+4,810.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | +8.7% | -6.5% | -1.0% |
| 3M | -2.3% | -3.0% | +0.7% | -2.1% |
| 6M | +23.0% | +4.7% | +18.2% | +16.1% |
| YTD | +61.1% | +51.6% | +9.5% | +30.6% |
| 1Y | +129.1% | +24.4% | +104.8% | +98.4% |
| 3Y | +165.4% | -23.5% | +188.8% | +172.3% |
| 5Y | +109.5% | -6.5% | +116.0% | +97.3% |
| 10Y | +1,645.7% | +40.5% | +1,605.3% | +1,189.1% |
| All | +5,433.0% | +622.7% | +4,810.4% | +1,638.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling