+122.0%
CSCO vs LYB
-4.6%
+126.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -9.5% | +2.5% | -11.9% | -10.0% |
| 3M | -7.6% | +1.4% | -9.0% | -8.1% |
| 6M | +44.9% | -3.5% | +48.4% | +43.7% |
| YTD | +47.7% | +52.0% | -4.3% | +30.4% |
| 1Y | +69.1% | +22.1% | +47.0% | +57.3% |
| 3Y | +113.5% | -22.8% | +136.3% | +123.1% |
| All | +122.0% | -4.6% | +126.6% | +114.3% |
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