+17.8%
AVGO vs LYB
+25.6%
-7.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.1% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -14.4% | +8.7% | -23.2% | -14.1% |
| 3M | -14.4% | -3.0% | -11.4% | -14.2% |
| 6M | +13.1% | +4.7% | +8.4% | +12.0% |
| YTD | +3.8% | +51.6% | -47.8% | -0.1% |
| 1Y | +17.8% | +24.4% | -6.6% | +19.0% |
| All | +17.8% | +25.6% | -7.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling