+199.6%
ARM vs LYB
-21.7%
+221.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | +9.1% | +6.1% | +3.0% | +7.9% |
| 30D | -19.9% | +5.3% | -25.3% | -20.9% |
| 3M | -31.6% | +4.3% | -35.9% | -32.6% |
| 6M | -13.9% | -10.8% | -3.1% | -11.8% |
| YTD | +74.3% | +53.8% | +20.6% | +31.1% |
| 1Y | +35.8% | +50.5% | -14.7% | +2.5% |
| 3Y | +268.6% | -16.4% | +285.0% | +277.8% |
| All | +199.6% | -21.7% | +221.3% | +226.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling