+136.2%
BP vs LYB
-4.6%
+140.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +9.3% | +1.4% | +8.0% | +8.5% |
| 6M | +13.6% | -3.5% | +17.1% | +14.1% |
| YTD | +37.7% | +52.0% | -14.3% | +11.9% |
| 1Y | +40.6% | +22.1% | +18.6% | +25.6% |
| 3Y | +40.3% | -22.8% | +63.1% | +56.6% |
| All | +136.2% | -4.6% | +140.8% | +126.8% |
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