+232.7%
LITE vs LYB
+47.4%
+185.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.7% | -3.1% | -8.7% |
| 7D | -31.4% | -6.2% | -25.2% | -32.1% |
| 30D | -42.6% | +6.3% | -48.9% | -41.7% |
| 3M | -26.2% | +4.1% | -30.3% | -25.0% |
| 6M | -35.8% | -15.5% | -20.3% | -37.4% |
| YTD | +70.0% | +50.2% | +19.8% | +117.9% |
| 1Y | +232.7% | +50.6% | +182.1% | +329.9% |
| All | +232.7% | +47.4% | +185.3% | +329.9% |
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