+136.0%
GOOG vs LYB
-4.6%
+140.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.7% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -2.0% | +2.5% | -4.4% | -2.4% |
| 3M | -5.9% | +1.4% | -7.2% | -6.3% |
| 6M | +8.9% | -3.5% | +12.4% | +7.5% |
| YTD | +7.1% | +52.0% | -44.9% | -6.4% |
| 1Y | +39.7% | +22.1% | +17.6% | +29.0% |
| 3Y | +145.8% | -22.8% | +168.6% | +156.5% |
| All | +136.0% | -4.6% | +140.7% | +129.4% |
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 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