-64.8%
AAL vs LYB
+48.3%
-113.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -12.9% | +2.5% | -15.3% | -14.4% |
| 3M | -11.2% | +1.4% | -12.6% | -13.7% |
| 6M | +17.8% | -3.5% | +21.3% | +10.9% |
| YTD | -15.1% | +52.0% | -67.1% | -41.8% |
| 1Y | +0.5% | +22.1% | -21.6% | -21.3% |
| 3Y | -7.7% | -22.8% | +15.1% | -4.1% |
| 5Y | -31.3% | -3.4% | -28.0% | -39.4% |
| All | -64.8% | +48.3% | -113.0% | -74.4% |
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