+737.1%
EWT vs LYB
+624.6%
+112.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +4.5% | +2.5% | +2.0% | +3.6% |
| 3M | +8.3% | +1.4% | +6.9% | +7.2% |
| 6M | +54.2% | -3.5% | +57.7% | +51.9% |
| YTD | +74.6% | +52.0% | +22.6% | +49.7% |
| 1Y | +84.9% | +22.1% | +62.8% | +68.0% |
| 3Y | +197.5% | -22.8% | +220.3% | +203.5% |
| 5Y | +150.6% | -3.4% | +153.9% | +135.5% |
| 10Y | +516.1% | +47.4% | +468.7% | +363.4% |
| All | +737.1% | +624.6% | +112.5% | +237.8% |
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