+316.4%
ARM vs LYB
-22.6%
+339.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +5.0% | +0.3% | +4.8% | +5.0% |
| 30D | -2.6% | +2.5% | -5.1% | -3.3% |
| 3M | -22.6% | +1.4% | -24.0% | -23.0% |
| 6M | +120.5% | -3.5% | +124.0% | +112.8% |
| YTD | +142.2% | +52.0% | +90.3% | +83.2% |
| 1Y | +71.2% | +22.1% | +49.1% | +46.2% |
| All | +316.4% | -22.6% | +339.0% | +356.3% |
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 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