-61.5%
JD vs LYB
-3.7%
-57.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.9% |
| 3M | -5.0% | -0.3% | -4.7% | -5.4% |
| 6M | +0.9% | +0.1% | +0.9% | -2.2% |
| YTD | -2.5% | +53.4% | -55.9% | -21.9% |
| 1Y | -16.0% | +25.6% | -41.7% | -27.0% |
| 3Y | -8.5% | -21.3% | +12.8% | -1.8% |
| All | -61.5% | -3.7% | -57.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling