+129.3%
DAL vs LYB
+49.7%
+79.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -13.5% | +1.5% | -15.0% | -14.5% |
| 3M | +2.6% | -0.3% | +2.9% | +0.9% |
| 6M | +32.7% | +0.1% | +32.6% | +24.4% |
| YTD | +13.6% | +53.4% | -39.8% | -18.4% |
| 1Y | +28.8% | +25.6% | +3.2% | +2.9% |
| 3Y | +98.2% | -21.3% | +119.4% | +103.4% |
| 5Y | +105.9% | -2.4% | +108.4% | +83.0% |
| All | +129.3% | +49.7% | +79.6% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling