+203.8%
DHR vs LYB
+48.3%
+155.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | -2.7% | +2.5% | -5.2% | -3.3% |
| 3M | +10.9% | +1.4% | +9.6% | +10.2% |
| 6M | +3.0% | -3.5% | +6.5% | +2.0% |
| YTD | -12.2% | +52.0% | -64.2% | -22.4% |
| 1Y | +3.3% | +22.1% | -18.7% | -4.2% |
| 3Y | -8.2% | -22.8% | +14.6% | -7.0% |
| 5Y | -29.9% | -3.4% | -26.5% | -32.7% |
| All | +203.8% | +48.3% | +155.5% | +152.8% |
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