-7.2%
JD vs LYB
-22.4%
+15.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -15.4% | +1.5% | -16.9% | -15.8% |
| 3M | -5.0% | -0.3% | -4.7% | -5.3% |
| 6M | +0.9% | +0.1% | +0.9% | -2.1% |
| YTD | -2.5% | +53.4% | -55.9% | -20.8% |
| 1Y | -16.0% | +25.6% | -41.7% | -26.0% |
| All | -7.2% | -22.4% | +15.2% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling