+560.8%
INTC vs LYB
+631.6%
-70.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +9.4% | -0.7% | +10.1% | +9.7% |
| 30D | +2.7% | +1.5% | +1.1% | +2.0% |
| 3M | -6.3% | -0.3% | -6.0% | -7.2% |
| 6M | +114.5% | +0.1% | +114.4% | +107.4% |
| YTD | +171.9% | +53.4% | +118.4% | +123.9% |
| 1Y | +305.0% | +25.6% | +279.4% | +255.9% |
| 3Y | +168.3% | -21.3% | +189.6% | +176.7% |
| 5Y | +102.3% | -2.4% | +104.7% | +91.9% |
| 10Y | +249.4% | +48.8% | +200.6% | +166.3% |
| All | +560.8% | +631.6% | -70.7% | +185.0% |
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