+562.5%
LITE vs LYB
-4.9%
+567.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.7% |
| 7D | +10.8% | +6.1% | +4.7% | +9.1% |
| 30D | -33.4% | +5.3% | -38.8% | -34.3% |
| 3M | -32.2% | +4.3% | -36.6% | -33.1% |
| 6M | -42.1% | -10.8% | -31.3% | -40.5% |
| YTD | +61.9% | +53.8% | +8.1% | +33.3% |
| 1Y | +163.0% | +50.5% | +112.5% | +117.3% |
| 3Y | +1,358.0% | -16.4% | +1,374.4% | +1,418.8% |
| All | +562.5% | -4.9% | +567.3% | +575.6% |
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