+215.4%
ADSK vs LYB
+48.3%
+167.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -14.9% | +2.5% | -17.3% | -15.7% |
| 3M | +3.3% | +1.4% | +1.9% | +2.2% |
| 6M | -15.7% | -3.5% | -12.2% | -16.5% |
| YTD | -28.2% | +52.0% | -80.2% | -40.3% |
| 1Y | -34.5% | +22.1% | -56.6% | -41.4% |
| 3Y | -2.9% | -22.8% | +19.9% | +0.6% |
| 5Y | -25.3% | -3.4% | -22.0% | -30.1% |
| All | +215.4% | +48.3% | +167.1% | +144.0% |
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