-37.1%
LITE vs LYB
-11.8%
-25.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.5% |
| 7D | +22.6% | +3.7% | +18.9% | +22.7% |
| 30D | -36.8% | +6.4% | -43.2% | -35.6% |
| 3M | -33.0% | +2.8% | -35.8% | -31.7% |
| 6M | -37.1% | -12.2% | -24.8% | -18.8% |
| All | -37.1% | -11.8% | -25.3% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling