+985.0%
ALL vs LYB
+634.9%
+350.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | -4.7% | +9.5% | -14.2% | -7.2% |
| 3M | +18.4% | +1.3% | +17.1% | +17.5% |
| 6M | +20.5% | -1.7% | +22.2% | +19.0% |
| YTD | +23.5% | +54.1% | -30.6% | +6.3% |
| 1Y | +29.0% | +25.7% | +3.3% | +17.0% |
| 3Y | +153.7% | -20.9% | +174.6% | +157.9% |
| 5Y | +114.8% | -1.5% | +116.3% | +101.5% |
| 10Y | +356.1% | +45.0% | +311.2% | +252.0% |
| All | +985.0% | +634.9% | +350.2% | +323.9% |
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