+288.2%
DIS vs LYB
+633.0%
-344.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | +1.9% | +6.1% | -4.2% | 0.0% |
| 30D | +9.2% | +5.3% | +3.8% | +7.1% |
| 3M | +13.5% | +4.3% | +9.2% | +11.4% |
| 6M | +14.3% | -10.8% | +25.1% | +17.0% |
| YTD | +5.4% | +53.8% | -48.4% | -12.4% |
| 1Y | +12.2% | +50.5% | -38.3% | -6.4% |
| 3Y | +37.2% | -16.4% | +53.6% | +36.8% |
| 5Y | -23.1% | -4.8% | -18.3% | -27.3% |
| 10Y | +32.2% | +38.2% | -6.0% | +2.2% |
| All | +288.2% | +633.0% | -344.8% | +53.3% |
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