+24.5%
BX vs LYB
-23.1%
+47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -12.2% | +2.5% | -14.7% | -12.9% |
| 3M | +7.4% | +1.4% | +6.0% | +6.5% |
| 6M | +22.2% | -3.5% | +25.7% | +19.5% |
| YTD | -14.0% | +52.0% | -66.0% | -31.4% |
| 1Y | -27.3% | +22.1% | -49.3% | -36.1% |
| 3Y | +24.5% | -22.8% | +47.3% | +28.1% |
| All | +24.5% | -23.1% | +47.7% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling