+459.7%
GLW vs LYB
-22.4%
+482.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | +11.7% | -0.7% | +12.4% | +11.8% |
| 30D | +2.7% | +1.5% | +1.1% | +2.5% |
| 3M | -2.8% | -0.3% | -2.5% | -2.4% |
| 6M | +20.2% | +0.1% | +20.1% | +18.2% |
| YTD | +87.3% | +53.4% | +33.8% | +64.1% |
| 1Y | +119.6% | +25.6% | +93.9% | +103.4% |
| All | +459.7% | -22.4% | +482.2% | +496.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling