+748.2%
LIN vs LYB
+633.0%
+115.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.1% | +6.1% | -4.0% | +0.2% |
| 30D | +6.8% | +5.3% | +1.4% | +4.8% |
| 3M | +10.4% | +4.3% | +6.1% | +8.3% |
| 6M | +3.2% | -10.8% | +14.0% | +5.8% |
| YTD | +24.6% | +53.8% | -29.2% | +4.4% |
| 1Y | +24.4% | +50.5% | -26.1% | +4.6% |
| 3Y | +36.7% | -16.4% | +53.2% | +36.7% |
| 5Y | +67.0% | -4.8% | +71.8% | +57.4% |
| 10Y | +426.7% | +38.2% | +388.5% | +304.1% |
| All | +748.2% | +633.0% | +115.2% | +260.3% |
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