+728.2%
DAL vs LYB
+633.0%
+95.2%
-69.2%
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% | -0.7% |
| 7D | -1.1% | +6.1% | -7.2% | -3.7% |
| 30D | +12.8% | +5.3% | +7.5% | +9.6% |
| 3M | -5.3% | +4.3% | -9.6% | -8.4% |
| 6M | +22.4% | -10.8% | +33.2% | +25.0% |
| YTD | +25.6% | +53.8% | -28.1% | -5.5% |
| 1Y | +45.5% | +50.5% | -5.0% | +10.2% |
| 3Y | +161.0% | -16.4% | +177.4% | +157.5% |
| 5Y | +112.2% | -4.8% | +117.1% | +95.2% |
| 10Y | +109.1% | +38.2% | +70.9% | +57.2% |
| All | +728.2% | +633.0% | +95.2% | +201.3% |
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 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