-4.1%
LHX vs LYB
+25.6%
-29.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -2.0% | -0.2% | -1.7% | -2.0% |
| 30D | -9.9% | +8.7% | -18.7% | -9.9% |
| 3M | -16.5% | -3.0% | -13.5% | -16.5% |
| 6M | -29.6% | +4.7% | -34.3% | -30.1% |
| YTD | -11.6% | +51.6% | -63.1% | -13.7% |
| 1Y | -4.1% | +24.4% | -28.4% | -7.9% |
| All | -4.1% | +25.6% | -29.7% | -7.9% |
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