+216.0%
C vs LYB
-15.9%
+231.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +4.2% | +6.1% | -1.9% | +3.3% |
| 30D | +2.0% | +5.3% | -3.3% | +1.1% |
| 3M | -10.1% | +4.3% | -14.4% | -11.0% |
| 6M | +1.0% | -10.8% | +11.8% | +2.8% |
| YTD | +8.5% | +53.8% | -45.3% | -9.8% |
| 1Y | +25.7% | +50.5% | -24.7% | +4.8% |
| 3Y | +216.0% | -16.4% | +232.4% | +246.7% |
| All | +216.0% | -15.9% | +231.9% | +246.7% |
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 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