+1,278.0%
AAPL vs LYB
+48.3%
+1,229.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | +9.9% | +2.5% | +7.5% | +9.1% |
| 3M | +12.5% | +1.4% | +11.1% | +11.4% |
| 6M | +27.6% | -3.5% | +31.1% | +25.9% |
| YTD | +22.6% | +52.0% | -29.4% | +4.6% |
| 1Y | +45.0% | +22.1% | +22.9% | +31.5% |
| 3Y | +87.8% | -22.8% | +110.5% | +92.0% |
| 5Y | +128.7% | -3.4% | +132.0% | +115.6% |
| All | +1,278.0% | +48.3% | +1,229.7% | +1,049.3% |
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