+5,083.9%
LITE vs LYB
+22.4%
+5,061.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.7% | +8.7% | -2.1% | +3.0% |
| 3M | -6.8% | -3.0% | -3.7% | -6.4% |
| 6M | +29.4% | +4.7% | +24.7% | +23.6% |
| YTD | +139.1% | +51.6% | +87.5% | +94.6% |
| 1Y | +521.0% | +24.4% | +496.6% | +441.3% |
| 3Y | +1,535.3% | -23.5% | +1,558.8% | +1,611.6% |
| 5Y | +889.8% | -6.5% | +896.3% | +835.6% |
| 10Y | +2,400.7% | +40.5% | +2,360.3% | +1,809.6% |
| All | +5,083.9% | +22.4% | +5,061.4% | +3,509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling