-40.7%
DIS vs LYB
-1.9%
-38.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +2.2% | +1.5% | +0.7% | +1.6% |
| 3M | +8.1% | -0.3% | +8.4% | +7.7% |
| 6M | +5.2% | +0.1% | +5.2% | +1.7% |
| YTD | -6.3% | +53.4% | -59.7% | -23.9% |
| 1Y | -7.3% | +25.6% | -32.9% | -18.9% |
| 3Y | +33.8% | -21.3% | +55.1% | +40.6% |
| 5Y | -40.7% | -2.4% | -38.3% | -45.4% |
| All | -40.7% | -1.9% | -38.8% | -45.4% |
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