-34.5%
ADSK vs LYB
+24.5%
-59.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -14.9% | +2.5% | -17.3% | -14.9% |
| 3M | +3.3% | +1.4% | +1.9% | +3.2% |
| 6M | -15.7% | -3.5% | -12.2% | -16.0% |
| YTD | -28.2% | +52.0% | -80.2% | -30.8% |
| 1Y | -34.5% | +22.1% | -56.6% | -36.7% |
| All | -34.5% | +24.5% | -59.1% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling