+16.5%
JD vs LYB
+48.3%
-31.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -14.4% | +2.5% | -16.9% | -15.2% |
| 3M | -3.6% | +1.4% | -4.9% | -4.4% |
| 6M | -0.3% | -3.5% | +3.2% | -1.5% |
| YTD | -2.4% | +52.0% | -54.3% | -18.0% |
| 1Y | -18.5% | +22.1% | -40.6% | -26.6% |
| 3Y | -7.0% | -22.8% | +15.7% | -3.3% |
| 5Y | -61.7% | -3.4% | -58.3% | -63.3% |
| All | +16.5% | +48.3% | -31.7% | +6.4% |
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