+133.5%
C vs LYB
-4.6%
+138.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +0.9% | +2.5% | -1.6% | 0.0% |
| 3M | +1.1% | +1.4% | -0.3% | 0.0% |
| 6M | +28.4% | -3.5% | +31.9% | +25.3% |
| YTD | +20.8% | +52.0% | -31.2% | -4.3% |
| 1Y | +43.4% | +22.1% | +21.4% | +24.8% |
| 3Y | +274.9% | -22.8% | +297.7% | +306.8% |
| All | +133.5% | -4.6% | +138.1% | +120.2% |
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