+590.9%
JPM vs LYB
+48.3%
+542.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.7% | +0.3% | -0.9% | -0.8% |
| 30D | -2.5% | +2.5% | -4.9% | -3.7% |
| 3M | +14.1% | +1.4% | +12.8% | +12.5% |
| 6M | +25.1% | -3.5% | +28.6% | +22.6% |
| YTD | +12.1% | +52.0% | -39.9% | -11.8% |
| 1Y | +18.8% | +22.1% | -3.2% | +2.2% |
| 3Y | +163.4% | -22.8% | +186.2% | +174.3% |
| 5Y | +156.5% | -3.4% | +159.9% | +132.4% |
| All | +590.9% | +48.3% | +542.6% | +372.8% |
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