+2,469.2%
GOOG vs LYB
+624.6%
+1,844.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -2.0% | +2.5% | -4.4% | -2.7% |
| 3M | -5.9% | +1.4% | -7.2% | -6.6% |
| 6M | +8.9% | -3.5% | +12.4% | +7.7% |
| YTD | +7.1% | +52.0% | -44.9% | -6.7% |
| 1Y | +39.7% | +22.1% | +17.6% | +28.1% |
| 3Y | +145.8% | -22.8% | +168.6% | +150.4% |
| 5Y | +138.6% | -3.4% | +142.0% | +125.7% |
| 10Y | +791.5% | +47.4% | +744.2% | +595.0% |
| All | +2,469.2% | +624.6% | +1,844.6% | +991.0% |
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 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