+1,110.1%
EBAY vs LYB
+624.6%
+485.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +5.6% | +2.5% | +3.2% | +4.9% |
| 3M | -1.4% | +1.4% | -2.8% | -2.3% |
| 6M | +18.2% | -3.5% | +21.7% | +17.0% |
| YTD | +24.8% | +52.0% | -27.1% | +8.1% |
| 1Y | +18.0% | +22.1% | -4.0% | +8.2% |
| 3Y | +160.3% | -22.8% | +183.0% | +166.5% |
| 5Y | +62.1% | -3.4% | +65.5% | +54.0% |
| 10Y | +283.1% | +47.4% | +235.8% | +189.2% |
| All | +1,110.1% | +624.6% | +485.5% | +307.9% |
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