+2,480.4%
GOOGL vs LYB
+624.6%
+1,855.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -1.4% | +2.5% | -3.9% | -2.1% |
| 3M | -5.3% | +1.4% | -6.7% | -6.1% |
| 6M | +9.8% | -3.5% | +13.3% | +8.5% |
| YTD | +8.4% | +52.0% | -43.6% | -5.7% |
| 1Y | +41.2% | +22.1% | +19.1% | +29.4% |
| 3Y | +149.6% | -22.8% | +172.3% | +154.2% |
| 5Y | +142.6% | -3.4% | +145.9% | +129.3% |
| 10Y | +766.8% | +47.4% | +719.4% | +575.0% |
| All | +2,480.4% | +624.6% | +1,855.8% | +993.8% |
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