-28.0%
DHR vs LYB
-4.6%
-23.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| YTD | -12.2% | +52.0% | -64.2% | -26.3% |
| 1Y | +3.3% | +22.1% | -18.7% | -6.9% |
| 3Y | -8.2% | -22.8% | +14.6% | -6.7% |
| All | -28.0% | -4.6% | -23.4% | -28.7% |
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