+242.8%
DIS vs LYB
+634.9%
-392.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +0.1% | +9.5% | -9.4% | -2.9% |
| 3M | +7.1% | +1.3% | +5.8% | +5.9% |
| 6M | +4.3% | -1.7% | +6.0% | +2.0% |
| YTD | -6.9% | +54.1% | -61.1% | -22.3% |
| 1Y | -10.3% | +25.7% | -36.0% | -20.5% |
| 3Y | +32.8% | -20.9% | +53.8% | +35.6% |
| 5Y | -41.5% | -1.5% | -39.9% | -45.1% |
| 10Y | +21.2% | +45.0% | -23.8% | -7.3% |
| All | +242.8% | +634.9% | -392.1% | +35.9% |
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