+33.0%
BLK vs LYB
-4.6%
+37.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -6.5% | +2.5% | -9.0% | -7.4% |
| 3M | +6.7% | +1.4% | +5.4% | +5.7% |
| 6M | +14.7% | -3.5% | +18.2% | +12.3% |
| YTD | +2.5% | +52.0% | -49.5% | -17.5% |
| 1Y | -2.8% | +22.1% | -24.8% | -14.6% |
| 3Y | +65.9% | -22.8% | +88.6% | +76.7% |
| All | +33.0% | -4.6% | +37.7% | +25.5% |
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 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