+680.4%
GS vs LYB
+626.8%
+53.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.2% |
| 7D | +5.1% | +3.7% | +1.5% | +3.6% |
| 30D | +2.4% | +6.4% | -4.0% | -0.5% |
| 3M | -11.5% | +2.8% | -14.3% | -13.3% |
| 6M | -2.5% | -12.2% | +9.7% | +0.8% |
| YTD | +5.5% | +52.4% | -47.0% | -17.4% |
| 1Y | +11.0% | +56.8% | -45.8% | -14.8% |
| 3Y | +200.1% | -17.2% | +217.2% | +198.0% |
| 5Y | +154.7% | -5.6% | +160.3% | +134.5% |
| 10Y | +450.9% | +37.0% | +413.9% | +300.8% |
| All | +680.4% | +626.8% | +53.7% | +183.5% |
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