+18.8%
JPM vs LYB
+24.5%
-5.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.5% | +2.5% | -4.9% | -2.4% |
| 3M | +14.1% | +1.4% | +12.8% | +14.4% |
| 6M | +25.1% | -3.5% | +28.6% | +24.3% |
| YTD | +12.1% | +52.0% | -39.9% | +8.2% |
| 1Y | +18.8% | +22.1% | -3.2% | +15.1% |
| All | +18.8% | +24.5% | -5.7% | +15.1% |
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