+98.6%
DAL vs LYB
-0.7%
+99.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +0.8% | -3.1% | +3.9% | +1.9% |
| 30D | -11.7% | +4.0% | -15.8% | -13.3% |
| 3M | -2.7% | +2.4% | -5.2% | -4.8% |
| 6M | +30.7% | -1.4% | +32.1% | +24.4% |
| YTD | +14.4% | +53.9% | -39.6% | -16.8% |
| 1Y | +31.2% | +26.1% | +5.1% | +6.4% |
| 3Y | +99.4% | -21.0% | +120.5% | +106.4% |
| 5Y | +98.6% | -0.7% | +99.3% | +76.2% |
| All | +98.6% | -0.7% | +99.2% | +76.2% |
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