+365.7%
ALAB vs LYB
-22.8%
+388.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.2% |
| 30D | -13.6% | +9.5% | -23.1% | -14.7% |
| 3M | -16.6% | +1.3% | -17.9% | -16.5% |
| 6M | +142.3% | -1.7% | +144.1% | +140.3% |
| YTD | +73.6% | +54.1% | +19.5% | +50.9% |
| 1Y | +33.7% | +25.7% | +8.0% | +24.4% |
| All | +365.7% | -22.8% | +388.5% | +393.6% |
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