+7.2%
GEHC vs LYB
-2.1%
+9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -7.2% | +0.3% | -7.4% | -7.2% |
| 30D | -11.6% | +2.5% | -14.0% | -12.2% |
| 3M | -0.8% | +1.4% | -2.2% | -1.5% |
| 6M | -11.9% | -3.5% | -8.4% | -14.3% |
| YTD | -21.9% | +52.0% | -73.9% | -37.6% |
| 1Y | -17.8% | +22.1% | -39.9% | -28.2% |
| 3Y | -3.5% | -22.8% | +19.2% | -2.8% |
| All | +7.2% | -2.1% | +9.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling