+369.5%
ALAB vs LYB
-23.9%
+393.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -6.2% | +0.3% | -6.4% | -6.2% |
| 30D | -8.7% | +2.5% | -11.1% | -9.0% |
| 3M | -20.7% | +1.4% | -22.1% | -20.6% |
| 6M | +133.5% | -3.5% | +137.0% | +132.0% |
| YTD | +75.1% | +52.0% | +23.1% | +52.4% |
| 1Y | +25.0% | +22.1% | +3.0% | +17.2% |
| All | +369.5% | -23.9% | +393.4% | +398.3% |
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