+16.1%
JPM vs LYB
+47.4%
-31.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +8.9% | +3.9% |
| 7D | +3.8% | -6.2% | +10.0% | +3.4% |
| 30D | +6.5% | +6.3% | +0.1% | +6.7% |
| 3M | -1.0% | +4.1% | -5.1% | -0.9% |
| 6M | +15.5% | -15.5% | +31.0% | +15.1% |
| YTD | +11.4% | +50.2% | -38.9% | +8.4% |
| 1Y | +16.1% | +50.6% | -34.5% | +12.9% |
| All | +16.1% | +47.4% | -31.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling