-11.3%
ABT vs LYB
-4.6%
-6.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -8.1% | +2.5% | -10.5% | -8.3% |
| 3M | +14.5% | +1.4% | +13.1% | +14.2% |
| 6M | -6.3% | -3.5% | -2.8% | -6.9% |
| YTD | -17.1% | +52.0% | -69.1% | -23.2% |
| 1Y | -21.4% | +22.1% | -43.4% | -24.9% |
| 3Y | +5.9% | -22.8% | +28.7% | +8.7% |
| All | -11.3% | -4.6% | -6.6% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling