+59.7%
LIN vs LYB
-0.7%
+60.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -4.0% | -3.1% | -0.9% | -3.2% |
| 30D | -4.9% | +4.0% | -9.0% | -6.0% |
| 3M | -9.2% | +2.4% | -11.6% | -10.1% |
| 6M | -2.6% | -1.4% | -1.1% | -3.9% |
| YTD | +10.5% | +53.9% | -43.4% | -5.7% |
| 1Y | -0.1% | +26.1% | -26.2% | -9.5% |
| 3Y | +25.4% | -21.0% | +46.4% | +31.8% |
| 5Y | +59.7% | -0.7% | +60.4% | +50.6% |
| All | +59.7% | -0.7% | +60.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling