+1,003.0%
BE vs LYB
-3.0%
+1,006.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.1% |
| 7D | +9.0% | +0.3% | +8.8% | +9.0% |
| 30D | +16.3% | +2.5% | +13.8% | +14.2% |
| 3M | +10.8% | +1.4% | +9.4% | +7.7% |
| 6M | +73.2% | -3.5% | +76.7% | +67.2% |
| YTD | +217.4% | +52.0% | +165.4% | +134.4% |
| 1Y | +309.8% | +22.1% | +287.7% | +235.5% |
| 3Y | +1,726.2% | -22.8% | +1,748.9% | +1,808.8% |
| 5Y | +1,306.2% | -3.4% | +1,309.5% | +1,170.3% |
| All | +1,003.0% | -3.0% | +1,006.0% | +750.6% |
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