+91.7%
BKNG vs LYB
-3.7%
+95.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -0.7% | -9.9% | -10.5% |
| 30D | -18.1% | +1.5% | -19.6% | -18.5% |
| 3M | +8.5% | -0.3% | +8.8% | +8.1% |
| 6M | -0.1% | +0.1% | -0.1% | -3.4% |
| YTD | -18.2% | +53.4% | -71.7% | -32.6% |
| 1Y | -19.9% | +25.6% | -45.5% | -29.2% |
| 3Y | +41.6% | -21.3% | +62.9% | +49.9% |
| All | +91.7% | -3.7% | +95.4% | +75.6% |
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