+45.7%
DUK vs LYB
-23.1%
+68.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.1% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.4% | +2.5% | -4.9% | -2.6% |
| 3M | -3.0% | +1.4% | -4.4% | -3.1% |
| 6M | -6.6% | -3.5% | -3.1% | -6.6% |
| YTD | +4.6% | +52.0% | -47.4% | +2.4% |
| 1Y | +1.2% | +22.1% | -20.8% | +0.2% |
| 3Y | +45.7% | -22.8% | +68.4% | +53.8% |
| All | +45.7% | -23.1% | +68.8% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling