+156.7%
B vs LYB
-1.9%
+158.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +8.7% | +1.5% | +7.2% | +8.4% |
| 3M | +17.3% | -0.3% | +17.6% | +17.1% |
| 6M | -5.0% | +0.1% | -5.1% | -7.0% |
| YTD | +1.4% | +53.4% | -52.0% | -10.1% |
| 1Y | +50.5% | +25.6% | +24.9% | +38.9% |
| 3Y | +194.4% | -21.3% | +215.6% | +208.0% |
| 5Y | +156.7% | -2.4% | +159.1% | +149.6% |
| All | +156.7% | -1.9% | +158.6% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling