+1,009.8%
LITE vs LYB
-5.3%
+1,015.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +10.6% |
| 7D | +12.6% | -0.9% | +13.5% | +12.9% |
| 30D | +9.9% | +9.5% | +0.4% | +7.0% |
| 3M | +9.3% | +1.3% | +8.0% | +8.6% |
| 6M | +75.2% | -1.7% | +77.0% | +72.9% |
| YTD | +165.5% | +54.1% | +111.3% | +119.0% |
| 1Y | +555.0% | +25.7% | +529.3% | +482.3% |
| 3Y | +1,870.5% | -20.9% | +1,891.4% | +1,997.7% |
| 5Y | +1,009.8% | -1.5% | +1,011.4% | +988.8% |
| All | +1,009.8% | -5.3% | +1,015.1% | +988.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling