+667.7%
DAL vs LYB
+622.7%
+45.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.6% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | -13.9% | +8.7% | -22.6% | -17.5% |
| 3M | +1.1% | -3.0% | +4.1% | +0.8% |
| 6M | +26.2% | +4.7% | +21.5% | +16.8% |
| YTD | +16.4% | +51.6% | -35.2% | -10.9% |
| 1Y | +33.9% | +24.4% | +9.5% | +11.7% |
| 3Y | +93.4% | -23.5% | +116.8% | +100.7% |
| 5Y | +106.4% | -6.5% | +112.8% | +93.0% |
| 10Y | +143.0% | +40.5% | +102.5% | +83.7% |
| All | +667.7% | +622.7% | +45.0% | +184.1% |
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