+222.0%
LHX vs LYB
+48.3%
+173.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.3% | +0.3% | -4.5% | -4.3% |
| 30D | -15.1% | +2.5% | -17.6% | -15.7% |
| 3M | -21.0% | +1.4% | -22.3% | -21.5% |
| 6M | -32.0% | -3.5% | -28.5% | -32.5% |
| YTD | -15.3% | +52.0% | -67.3% | -25.6% |
| 1Y | -11.1% | +22.1% | -33.1% | -17.9% |
| 3Y | +54.0% | -22.8% | +76.8% | +58.0% |
| 5Y | +17.1% | -3.4% | +20.5% | +9.6% |
| All | +222.0% | +48.3% | +173.8% | +135.3% |
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 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