-7.7%
AAL vs LYB
-23.1%
+15.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -12.9% | +2.5% | -15.3% | -13.6% |
| 3M | -11.2% | +1.4% | -12.6% | -12.0% |
| 6M | +17.8% | -3.5% | +21.3% | +12.5% |
| YTD | -15.1% | +52.0% | -67.1% | -39.7% |
| 1Y | +0.5% | +22.1% | -21.6% | -17.7% |
| 3Y | -7.7% | -22.8% | +15.1% | -10.4% |
| All | -7.7% | -23.1% | +15.5% | -10.4% |
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 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