+918.5%
ADP vs LYB
+634.9%
+283.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.9% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -1.2% | +9.5% | -10.7% | -3.8% |
| 3M | +17.9% | +1.3% | +16.6% | +17.0% |
| 6M | +20.3% | -1.7% | +22.1% | +19.0% |
| YTD | +5.8% | +54.1% | -48.3% | -8.4% |
| 1Y | -7.7% | +25.7% | -33.4% | -15.8% |
| 3Y | +14.7% | -20.9% | +35.7% | +16.9% |
| 5Y | +45.8% | -1.5% | +47.3% | +36.9% |
| 10Y | +270.5% | +45.0% | +225.5% | +185.9% |
| All | +918.5% | +634.9% | +283.7% | +369.8% |
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