+1,549.9%
LLY vs LYB
+48.3%
+1,501.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -8.4% | +2.5% | -10.9% | -8.8% |
| 3M | -3.8% | +1.4% | -5.1% | -4.1% |
| 6M | +11.9% | -3.5% | +15.4% | +11.3% |
| YTD | +4.3% | +52.0% | -47.7% | -3.5% |
| 1Y | +48.5% | +22.1% | +26.4% | +41.7% |
| 3Y | +91.2% | -22.8% | +114.0% | +93.0% |
| 5Y | +387.5% | -3.4% | +390.8% | +368.6% |
| All | +1,549.9% | +48.3% | +1,501.6% | +1,249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling