+2,069.3%
COST vs LYB
+624.6%
+1,444.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | -4.7% | +2.5% | -7.2% | -5.1% |
| 3M | -7.1% | +1.4% | -8.5% | -7.5% |
| 6M | -8.5% | -3.5% | -5.0% | -8.8% |
| YTD | +5.4% | +52.0% | -46.6% | -2.4% |
| 1Y | -5.6% | +22.1% | -27.7% | -9.9% |
| 3Y | +68.5% | -22.8% | +91.3% | +70.6% |
| 5Y | +105.2% | -3.4% | +108.6% | +98.4% |
| 10Y | +610.7% | +47.4% | +563.3% | +501.6% |
| All | +2,069.3% | +624.6% | +1,444.6% | +1,144.8% |
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