+231.1%
HOOD vs LYB
-8.5%
+239.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +7.7% | -3.1% | +10.8% | +8.6% |
| 30D | +22.0% | +4.0% | +17.9% | +19.9% |
| 3M | +37.6% | +2.4% | +35.2% | +35.3% |
| 6M | +45.3% | -1.4% | +46.7% | +39.0% |
| YTD | +1.9% | +53.9% | -52.0% | -22.3% |
| 1Y | -2.7% | +26.1% | -28.8% | -18.5% |
| 3Y | +973.4% | -21.0% | +994.4% | +1,006.7% |
| 5Y | +179.3% | -0.7% | +180.0% | +173.2% |
| All | +231.1% | -8.5% | +239.6% | +215.1% |
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