+4,503.0%
ASML vs LYB
+590.8%
+3,912.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.5% |
| 7D | -9.0% | -11.5% | +2.5% | -5.1% |
| 30D | -21.0% | +3.8% | -24.8% | -22.3% |
| 3M | -16.3% | -0.2% | -16.1% | -17.0% |
| 6M | -7.5% | -15.6% | +8.1% | -3.5% |
| YTD | +34.0% | +44.9% | -10.9% | +9.8% |
| 1Y | +39.3% | +52.3% | -13.0% | +11.2% |
| 3Y | +128.9% | -19.9% | +148.7% | +128.9% |
| 5Y | +76.1% | -8.0% | +84.0% | +66.1% |
| 10Y | +1,428.4% | +36.4% | +1,391.9% | +1,033.9% |
| All | +4,503.0% | +590.8% | +3,912.2% | +1,360.6% |
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