+851.8%
GLW vs LYB
+48.3%
+803.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.4% |
| 7D | +7.8% | +0.3% | +7.6% | +7.8% |
| 30D | -0.4% | +2.5% | -2.9% | -1.6% |
| 3M | -5.6% | +1.4% | -7.0% | -7.3% |
| 6M | +26.7% | -3.5% | +30.2% | +23.4% |
| YTD | +91.0% | +52.0% | +39.1% | +48.7% |
| 1Y | +122.4% | +22.1% | +100.4% | +89.3% |
| 3Y | +471.0% | -22.8% | +493.8% | +488.7% |
| 5Y | +385.6% | -3.4% | +389.0% | +336.4% |
| All | +851.8% | +48.3% | +803.6% | +554.4% |
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 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