+320.4%
C vs LYB
+634.9%
-314.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +1.3% | +9.5% | -8.2% | -3.8% |
| 3M | +3.1% | +1.3% | +1.8% | +0.9% |
| 6M | +29.6% | -1.7% | +31.4% | +24.1% |
| YTD | +19.0% | +54.1% | -35.2% | -12.8% |
| 1Y | +45.6% | +25.7% | +20.0% | +17.8% |
| 3Y | +269.3% | -20.9% | +290.2% | +276.5% |
| 5Y | +131.6% | -1.5% | +133.1% | +102.8% |
| 10Y | +286.5% | +45.0% | +241.6% | +151.7% |
| All | +320.4% | +634.9% | -314.5% | -10.9% |
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