+273.7%
IR vs LYB
+35.3%
+238.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -13.9% | +2.5% | -16.4% | -15.1% |
| 3M | -0.3% | +1.4% | -1.7% | -2.1% |
| 6M | -14.3% | -3.5% | -10.8% | -17.3% |
| YTD | -7.9% | +52.0% | -59.9% | -30.2% |
| 1Y | -9.9% | +22.1% | -31.9% | -24.5% |
| 3Y | +6.5% | -22.8% | +29.3% | +11.1% |
| 5Y | +34.0% | -3.4% | +37.4% | +22.2% |
| All | +273.7% | +35.3% | +238.4% | +157.2% |
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