+1,121.1%
GLW vs LYB
+634.9%
+486.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.9% |
| 7D | +14.0% | -0.9% | +14.9% | +14.3% |
| 30D | +0.4% | +9.5% | -9.2% | -3.6% |
| 3M | -11.3% | +1.3% | -12.6% | -13.0% |
| 6M | +35.1% | -1.7% | +36.8% | +30.6% |
| YTD | +90.5% | +54.1% | +36.4% | +49.1% |
| 1Y | +132.0% | +25.7% | +106.3% | +96.2% |
| 3Y | +463.3% | -20.9% | +484.3% | +469.8% |
| 5Y | +382.5% | -1.5% | +384.0% | +333.0% |
| 10Y | +837.6% | +45.0% | +792.7% | +547.1% |
| All | +1,121.1% | +634.9% | +486.2% | +258.5% |
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