+190.5%
B vs LYB
-23.1%
+213.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +6.3% | +2.5% | +3.9% | +6.2% |
| 3M | +12.1% | +1.4% | +10.8% | +12.0% |
| 6M | -3.1% | -3.5% | +0.4% | -4.2% |
| YTD | +2.0% | +52.0% | -50.0% | -7.2% |
| 1Y | +51.7% | +22.1% | +29.6% | +43.0% |
| 3Y | +190.5% | -22.8% | +213.3% | +219.1% |
| All | +190.5% | -23.1% | +213.6% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling