+51.2%
JD vs LYB
+24.8%
+26.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -16.0% | +9.5% | -25.6% | -18.7% |
| 3M | -3.2% | +1.3% | -4.5% | -4.0% |
| 6M | +6.1% | -1.7% | +7.8% | +4.2% |
| YTD | -0.1% | +54.1% | -54.2% | -16.9% |
| 1Y | -12.7% | +25.7% | -38.4% | -22.5% |
| 3Y | -6.3% | -20.9% | +14.6% | -3.2% |
| 5Y | -61.3% | -1.5% | -59.8% | -63.4% |
| 10Y | +17.6% | +45.0% | -27.4% | -11.0% |
| All | +51.2% | +24.8% | +26.4% | +32.0% |
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