+509.7%
ABT vs LYB
+631.6%
-121.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -5.8% | +1.5% | -7.3% | -6.1% |
| 3M | +16.7% | -0.3% | +17.0% | +16.5% |
| 6M | -5.2% | +0.1% | -5.3% | -6.5% |
| YTD | -16.0% | +53.4% | -69.4% | -23.7% |
| 1Y | -18.3% | +25.6% | -43.9% | -23.3% |
| 3Y | +9.2% | -21.3% | +30.5% | +10.3% |
| 5Y | -11.6% | -2.4% | -9.1% | -15.4% |
| 10Y | +204.2% | +48.8% | +155.5% | +147.5% |
| All | +509.7% | +631.6% | -121.8% | +267.4% |
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 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