+724.9%
DELL vs LYB
-23.1%
+748.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +12.2% |
| 7D | +8.2% | +0.3% | +8.0% | +8.1% |
| 30D | +17.1% | +2.5% | +14.6% | +16.1% |
| 3M | +45.2% | +1.4% | +43.8% | +44.0% |
| 6M | +286.8% | -3.5% | +290.3% | +277.7% |
| YTD | +354.8% | +52.0% | +302.8% | +268.4% |
| 1Y | +358.3% | +22.1% | +336.2% | +304.8% |
| 3Y | +724.9% | -22.8% | +747.7% | +728.3% |
| All | +724.9% | -23.1% | +748.0% | +728.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling