+223.3%
HOOD vs LYB
-9.7%
+233.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | +18.6% | +2.5% | +16.1% | +17.2% |
| 3M | +22.1% | +1.4% | +20.7% | +20.4% |
| 6M | +43.1% | -3.5% | +46.5% | +38.0% |
| YTD | -0.5% | +52.0% | -52.5% | -23.9% |
| 1Y | -4.4% | +22.1% | -26.5% | -18.8% |
| 3Y | +938.5% | -22.8% | +961.2% | +980.2% |
| 5Y | +173.4% | -3.4% | +176.8% | +167.4% |
| All | +223.3% | -9.7% | +233.0% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling