+1,092.5%
DHR vs LYB
+624.6%
+467.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +10.9% | +1.4% | +9.6% | +10.0% |
| 6M | +3.0% | -3.5% | +6.5% | +1.8% |
| YTD | -12.2% | +52.0% | -64.2% | -23.6% |
| 1Y | +3.3% | +22.1% | -18.7% | -5.1% |
| 3Y | -8.2% | -22.8% | +14.6% | -6.2% |
| 5Y | -29.9% | -3.4% | -26.5% | -33.2% |
| 10Y | +208.5% | +47.4% | +161.1% | +136.3% |
| All | +1,092.5% | +624.6% | +467.9% | +342.2% |
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