+1,630.5%
LITE vs LYB
+34.2%
+1,596.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.5% |
| 7D | +3.4% | -0.6% | +4.0% | +3.8% |
| 30D | -34.9% | +5.3% | -40.2% | -36.2% |
| 3M | -21.0% | -1.2% | -19.8% | -21.1% |
| 6M | -38.5% | -13.1% | -25.3% | -35.9% |
| YTD | +75.8% | +49.3% | +26.5% | +41.1% |
| 1Y | +156.7% | +51.8% | +104.9% | +102.8% |
| 3Y | +1,498.6% | -18.9% | +1,517.4% | +1,529.6% |
| 5Y | +610.9% | -6.9% | +617.8% | +566.7% |
| All | +1,630.5% | +34.2% | +1,596.3% | +1,246.9% |
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 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