+792.4%
BLK vs LYB
+624.6%
+167.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -6.5% | +2.5% | -9.0% | -7.7% |
| 3M | +6.7% | +1.4% | +5.4% | +5.1% |
| 6M | +14.7% | -3.5% | +18.2% | +12.2% |
| YTD | +2.5% | +52.0% | -49.5% | -18.5% |
| 1Y | -2.8% | +22.1% | -24.8% | -15.9% |
| 3Y | +65.9% | -22.8% | +88.6% | +70.7% |
| 5Y | +33.0% | -3.4% | +36.3% | +22.1% |
| 10Y | +281.2% | +47.4% | +233.8% | +159.6% |
| All | +792.4% | +624.6% | +167.8% | +155.3% |
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