+89.8%
BP vs LYB
+633.9%
-544.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | -3.1% | +7.1% | +5.5% |
| 30D | +7.8% | +4.0% | +3.8% | +5.8% |
| 3M | +8.4% | +2.4% | +6.0% | +7.0% |
| 6M | +15.1% | -1.4% | +16.5% | +14.5% |
| YTD | +36.4% | +53.9% | -17.5% | +9.3% |
| 1Y | +40.9% | +26.1% | +14.8% | +22.4% |
| 3Y | +38.8% | -21.0% | +59.9% | +46.7% |
| 5Y | +141.1% | -0.7% | +141.8% | +125.8% |
| 10Y | +133.9% | +49.3% | +84.7% | +72.4% |
| All | +89.8% | +633.9% | -544.2% | -19.4% |
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