+1,136.9%
JPM vs LYB
+631.6%
+505.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -2.3% | +1.5% | -3.9% | -3.2% |
| 3M | +14.9% | -0.3% | +15.2% | +13.9% |
| 6M | +23.6% | +0.1% | +23.6% | +19.4% |
| YTD | +11.3% | +53.4% | -42.2% | -11.9% |
| 1Y | +19.9% | +25.6% | -5.8% | +2.4% |
| 3Y | +162.6% | -21.3% | +183.9% | +168.7% |
| 5Y | +154.6% | -2.4% | +157.1% | +131.2% |
| 10Y | +589.9% | +48.8% | +541.1% | +378.0% |
| All | +1,136.9% | +631.6% | +505.3% | +279.3% |
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