+889.5%
EW vs LYB
+633.9%
+255.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -3.1% | -2.0% | -4.4% |
| 30D | -6.4% | +4.0% | -10.4% | -7.3% |
| 3M | -1.6% | +2.4% | -4.0% | -2.5% |
| 6M | +2.3% | -1.4% | +3.7% | +0.8% |
| YTD | +1.1% | +53.9% | -52.9% | -11.6% |
| 1Y | +8.0% | +26.1% | -18.1% | -1.2% |
| 3Y | +16.3% | -21.0% | +37.4% | +17.4% |
| 5Y | -29.4% | -0.7% | -28.7% | -34.2% |
| 10Y | +125.6% | +49.3% | +76.3% | +71.5% |
| All | +889.5% | +633.9% | +255.6% | +353.1% |
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