+83.0%
F vs LYB
+633.0%
-550.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -3.1% | +6.1% | -9.2% | -5.6% |
| 30D | 0.0% | +5.3% | -5.3% | -2.7% |
| 3M | -13.2% | +4.3% | -17.5% | -15.6% |
| 6M | -10.2% | -10.8% | +0.6% | -7.5% |
| YTD | -4.9% | +53.8% | -58.7% | -27.4% |
| 1Y | -6.1% | +50.5% | -56.5% | -27.9% |
| 3Y | +46.0% | -16.4% | +62.4% | +44.7% |
| 5Y | -15.7% | -4.8% | -10.9% | -22.2% |
| 10Y | +64.3% | +38.2% | +26.2% | +18.2% |
| All | +83.0% | +633.0% | -550.0% | -50.4% |
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