+1,922.9%
BX vs LYB
+624.6%
+1,298.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | -12.2% | +2.5% | -14.7% | -13.5% |
| 3M | +7.4% | +1.4% | +6.0% | +5.5% |
| 6M | +22.2% | -3.5% | +25.7% | +19.0% |
| YTD | -14.0% | +52.0% | -66.0% | -33.5% |
| 1Y | -27.3% | +22.1% | -49.3% | -38.2% |
| 3Y | +24.5% | -22.8% | +47.3% | +29.9% |
| 5Y | +18.9% | -3.4% | +22.2% | +10.8% |
| 10Y | +665.4% | +47.4% | +618.1% | +405.8% |
| All | +1,922.9% | +624.6% | +1,298.3% | +356.7% |
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