+171.3%
EXC vs LYB
+634.9%
-463.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -2.7% | +9.5% | -12.2% | -4.6% |
| 3M | -1.0% | +1.3% | -2.2% | -1.6% |
| 6M | -9.3% | -1.7% | -7.5% | -10.0% |
| YTD | +3.6% | +54.1% | -50.5% | -7.0% |
| 1Y | +5.9% | +25.7% | -19.8% | -1.3% |
| 3Y | +21.3% | -20.9% | +42.2% | +23.0% |
| 5Y | +46.2% | -1.5% | +47.7% | +38.7% |
| 10Y | +151.5% | +45.0% | +106.5% | +99.6% |
| All | +171.3% | +634.9% | -463.5% | +57.7% |
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