+393.2%
GE vs LYB
+633.9%
-240.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | -11.3% | +4.0% | -15.3% | -12.8% |
| 3M | -1.4% | +2.4% | -3.8% | -3.4% |
| 6M | +1.2% | -1.4% | +2.7% | -2.7% |
| YTD | +5.9% | +53.9% | -48.0% | -16.6% |
| 1Y | +18.4% | +26.1% | -7.7% | +0.2% |
| 3Y | +271.0% | -21.0% | +292.0% | +271.9% |
| 5Y | +417.9% | -0.7% | +418.7% | +362.3% |
| 10Y | +152.0% | +49.3% | +102.7% | +80.2% |
| All | +393.2% | +633.9% | -240.7% | +70.8% |
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