-29.9%
BITO vs LYB
+25.6%
-55.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.3% |
| 7D | +2.9% | -0.2% | +3.1% | +2.8% |
| 30D | +22.6% | +8.7% | +13.9% | +21.9% |
| 3M | +24.7% | -3.0% | +27.7% | +24.9% |
| 6M | +7.5% | +4.7% | +2.7% | +2.2% |
| YTD | -10.8% | +51.6% | -62.4% | -23.6% |
| 1Y | -29.9% | +24.4% | -54.3% | -33.4% |
| All | -29.9% | +25.6% | -55.5% | -33.4% |
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