+39.4%
GM vs LYB
+47.4%
-8.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.4% | +4.1% |
| 7D | +12.1% | -6.2% | +18.3% | +11.4% |
| 30D | +15.2% | +6.3% | +8.9% | +15.8% |
| 3M | +4.9% | +4.1% | +0.8% | +5.4% |
| 6M | +22.6% | -15.5% | +38.1% | +21.4% |
| YTD | +14.4% | +50.2% | -35.8% | +0.4% |
| 1Y | +39.4% | +50.6% | -11.2% | +21.3% |
| All | +39.4% | +47.4% | -8.0% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling