+1,568.0%
LITE vs LYB
+36.9%
+1,531.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.4% |
| 7D | +22.6% | +3.7% | +18.9% | +20.9% |
| 30D | -36.8% | +6.4% | -43.2% | -38.3% |
| 3M | -33.0% | +2.8% | -35.8% | -34.0% |
| 6M | -37.1% | -12.2% | -24.8% | -34.6% |
| YTD | +69.5% | +52.4% | +17.0% | +34.9% |
| 1Y | +146.1% | +56.8% | +89.3% | +92.0% |
| 3Y | +1,440.8% | -17.2% | +1,458.0% | +1,458.4% |
| 5Y | +580.4% | -5.6% | +586.1% | +535.2% |
| All | +1,568.0% | +36.9% | +1,531.0% | +1,188.0% |
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