+1,938.3%
LITE vs LYB
-22.2%
+1,960.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +13.6% | -3.1% | +16.7% | +14.4% |
| 30D | +21.6% | +4.0% | +17.5% | +20.4% |
| 3M | +20.3% | +2.4% | +17.9% | +19.6% |
| 6M | +54.4% | -1.4% | +55.8% | +52.7% |
| YTD | +168.3% | +53.9% | +114.4% | +123.0% |
| 1Y | +551.8% | +26.1% | +525.7% | +488.7% |
| All | +1,938.3% | -22.2% | +1,960.4% | +2,196.0% |
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 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