+155.8%
EXC vs LYB
+48.3%
+107.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -3.6% | +2.5% | -6.1% | -4.3% |
| 3M | -4.3% | +1.4% | -5.6% | -4.9% |
| 6M | -9.9% | -3.5% | -6.5% | -10.5% |
| YTD | +1.8% | +52.0% | -50.2% | -10.5% |
| 1Y | +2.9% | +22.1% | -19.2% | -4.8% |
| 3Y | +19.1% | -22.8% | +41.9% | +22.6% |
| 5Y | +44.8% | -3.4% | +48.2% | +36.0% |
| All | +155.8% | +48.3% | +107.6% | +80.6% |
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