+283.3%
C vs LYB
+633.0%
-349.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +4.2% | +6.1% | -1.9% | +1.0% |
| 30D | +2.0% | +5.3% | -3.3% | -1.2% |
| 3M | -10.1% | +4.3% | -14.4% | -13.1% |
| 6M | +1.0% | -10.8% | +11.8% | +4.3% |
| YTD | +8.5% | +53.8% | -45.3% | -21.1% |
| 1Y | +25.7% | +50.5% | -24.7% | -8.1% |
| 3Y | +216.0% | -16.4% | +232.4% | +209.6% |
| 5Y | +112.3% | -4.8% | +117.1% | +88.1% |
| 10Y | +217.8% | +38.2% | +179.6% | +110.8% |
| All | +283.3% | +633.0% | -349.7% | -19.4% |
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