+23.5%
DIS vs LYB
+48.3%
-24.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +3.2% | +2.5% | +0.8% | +2.3% |
| 3M | +7.0% | +1.4% | +5.6% | +5.8% |
| 6M | +6.4% | -3.5% | +9.9% | +4.5% |
| YTD | -5.6% | +52.0% | -57.6% | -22.1% |
| 1Y | -7.7% | +22.1% | -29.7% | -18.1% |
| 3Y | +33.2% | -22.8% | +55.9% | +37.5% |
| 5Y | -40.3% | -3.4% | -37.0% | -44.0% |
| All | +23.5% | +48.3% | -24.8% | -4.7% |
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 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