+120.2%
INFY vs LYB
+624.6%
-504.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -9.9% | +2.5% | -12.3% | -10.6% |
| 3M | -4.6% | +1.4% | -6.0% | -5.4% |
| 6M | -18.5% | -3.5% | -15.0% | -19.2% |
| YTD | -36.5% | +52.0% | -88.5% | -45.5% |
| 1Y | -32.8% | +22.1% | -54.8% | -38.7% |
| 3Y | -32.2% | -22.8% | -9.4% | -30.4% |
| 5Y | -44.7% | -3.4% | -41.3% | -47.9% |
| 10Y | +82.3% | +47.4% | +35.0% | +35.6% |
| All | +120.2% | +624.6% | -504.4% | -16.6% |
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