+358.7%
ALAB vs LYB
-23.2%
+381.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -8.8% | +1.5% | -10.3% | -9.1% |
| 3M | -14.0% | -0.3% | -13.7% | -13.6% |
| 6M | +144.3% | +0.1% | +144.2% | +140.9% |
| YTD | +71.0% | +53.4% | +17.6% | +48.7% |
| 1Y | +23.5% | +25.6% | -2.1% | +14.8% |
| All | +358.7% | -23.2% | +381.9% | +386.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling