+273.0%
EMR vs LYB
+48.3%
+224.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -6.8% | +2.5% | -9.2% | -8.1% |
| 3M | +7.5% | +1.4% | +6.1% | +5.5% |
| 6M | +9.9% | -3.5% | +13.3% | +6.0% |
| YTD | +16.0% | +52.0% | -36.0% | -12.2% |
| 1Y | +12.4% | +22.1% | -9.6% | -5.8% |
| 3Y | +60.2% | -22.8% | +83.0% | +66.9% |
| 5Y | +67.9% | -3.4% | +71.2% | +51.3% |
| All | +273.0% | +48.3% | +224.8% | +158.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling