+130.8%
BKR vs LYB
+624.6%
-493.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -8.1% | +2.5% | -10.6% | -9.5% |
| 3M | -6.6% | +1.4% | -8.0% | -7.9% |
| 6M | +0.9% | -3.5% | +4.3% | -0.9% |
| YTD | +31.1% | +52.0% | -20.9% | -1.1% |
| 1Y | +27.7% | +22.1% | +5.7% | +7.3% |
| 3Y | +71.2% | -22.8% | +94.0% | +81.2% |
| 5Y | +177.6% | -3.4% | +181.0% | +155.1% |
| 10Y | +122.7% | +47.4% | +75.3% | +53.6% |
| All | +130.8% | +624.6% | -493.9% | -29.2% |
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