-29.5%
BITO vs LYB
+47.1%
-76.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -2.9% | -5.2% |
| 7D | -5.9% | -5.7% | -0.2% | -6.3% |
| 30D | -11.5% | +4.6% | -16.1% | -11.4% |
| 3M | +15.6% | +5.5% | +10.1% | +15.4% |
| 6M | -8.9% | -19.1% | +10.2% | -8.9% |
| YTD | -15.9% | +47.1% | -62.9% | -24.3% |
| 1Y | -29.5% | +49.0% | -78.5% | -36.5% |
| All | -29.5% | +47.1% | -76.6% | -36.5% |
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