+134.2%
BP vs LYB
+48.3%
+85.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.5% |
| 7D | +5.2% | +0.3% | +5.0% | +5.1% |
| 30D | +8.7% | +2.5% | +6.2% | +7.3% |
| 3M | +9.3% | +1.4% | +8.0% | +8.4% |
| 6M | +13.6% | -3.5% | +17.1% | +14.0% |
| YTD | +37.7% | +52.0% | -14.3% | +8.1% |
| 1Y | +40.6% | +22.1% | +18.6% | +22.1% |
| 3Y | +40.3% | -22.8% | +63.1% | +51.6% |
| 5Y | +141.4% | -3.4% | +144.8% | +125.9% |
| All | +134.2% | +48.3% | +85.9% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling