+934.0%
BE vs LYB
-2.0%
+936.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.7% | -0.7% | +10.4% | +10.1% |
| 30D | +22.4% | +1.5% | +20.8% | +20.6% |
| 3M | +10.4% | -0.3% | +10.6% | +8.2% |
| 6M | +67.9% | +0.1% | +67.8% | +59.1% |
| YTD | +197.5% | +53.4% | +144.0% | +118.8% |
| 1Y | +310.6% | +25.6% | +284.9% | +231.1% |
| 3Y | +1,657.2% | -21.3% | +1,678.5% | +1,718.6% |
| 5Y | +1,218.2% | -2.4% | +1,220.6% | +1,085.8% |
| All | +934.0% | -2.0% | +936.0% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling