+288.0%
EOG vs LYB
+631.6%
-343.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +2.8% | +1.5% | +1.3% | +1.8% |
| 3M | +5.9% | -0.3% | +6.2% | +5.9% |
| 6M | +17.1% | +0.1% | +17.0% | +15.1% |
| YTD | +43.9% | +53.4% | -9.5% | +9.3% |
| 1Y | +26.9% | +25.6% | +1.2% | +6.6% |
| 3Y | +23.6% | -21.3% | +44.8% | +32.2% |
| 5Y | +178.1% | -2.4% | +180.6% | +158.3% |
| 10Y | +119.8% | +48.8% | +71.0% | +55.8% |
| All | +288.0% | +631.6% | -343.6% | +30.1% |
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