+85.5%
ETN vs LYB
-23.1%
+108.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +3.5% | +0.3% | +3.3% | +3.5% |
| 30D | -7.5% | +2.5% | -10.0% | -8.0% |
| 3M | +8.3% | +1.4% | +6.9% | +8.0% |
| 6M | +20.2% | -3.5% | +23.7% | +18.3% |
| YTD | +34.7% | +52.0% | -17.3% | +15.6% |
| 1Y | +19.4% | +22.1% | -2.6% | +9.5% |
| 3Y | +85.5% | -22.8% | +108.3% | +104.3% |
| All | +85.5% | -23.1% | +108.6% | +104.3% |
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 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