+155.3%
LITE vs LYB
+51.8%
+103.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +11.1% |
| 7D | +3.4% | -0.6% | +4.0% | +3.3% |
| 30D | -34.9% | +5.3% | -40.2% | -34.1% |
| 3M | -21.0% | -1.2% | -19.8% | -20.6% |
| 6M | -38.5% | -13.1% | -25.3% | -39.2% |
| YTD | +75.8% | +49.3% | +26.5% | +113.4% |
| All | +155.3% | +51.8% | +103.6% | +215.5% |
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