+1,483.7%
LITE vs LYB
-18.3%
+1,502.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +10.1% |
| 7D | +3.4% | -0.6% | +4.0% | +3.6% |
| 30D | -34.9% | +5.3% | -40.2% | -35.5% |
| 3M | -21.0% | -1.2% | -19.8% | -20.9% |
| 6M | -38.5% | -13.1% | -25.3% | -36.6% |
| YTD | +75.8% | +49.3% | +26.5% | +48.7% |
| 1Y | +156.7% | +51.8% | +104.9% | +113.4% |
| All | +1,483.7% | -18.3% | +1,502.0% | +1,602.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling