+670.0%
LIN vs LYB
+622.7%
+47.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -2.4% | +8.7% | -11.1% | -5.2% |
| 3M | -5.6% | -3.0% | -2.5% | -5.3% |
| 6M | -3.4% | +4.7% | -8.1% | -6.9% |
| YTD | +13.1% | +51.6% | -38.5% | -4.4% |
| 1Y | +2.5% | +24.4% | -21.9% | -8.2% |
| 3Y | +27.6% | -23.5% | +51.1% | +32.0% |
| 5Y | +63.0% | -6.5% | +69.5% | +54.8% |
| 10Y | +359.3% | +40.5% | +318.8% | +251.8% |
| All | +670.0% | +622.7% | +47.3% | +229.9% |
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 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