+49.0%
ADP vs LYB
-4.6%
+53.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -3.4% | +0.3% | -3.6% | -3.4% |
| 30D | -0.4% | +2.5% | -2.9% | -0.9% |
| 3M | +19.7% | +1.4% | +18.3% | +19.1% |
| 6M | +27.9% | -3.5% | +31.4% | +27.4% |
| YTD | +5.9% | +52.0% | -46.0% | -5.4% |
| 1Y | -7.5% | +22.1% | -29.5% | -13.2% |
| 3Y | +15.4% | -22.8% | +38.2% | +20.2% |
| All | +49.0% | -4.6% | +53.6% | +46.4% |
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 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