+222.1%
LNG vs LYB
-4.6%
+226.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -4.7% | +0.3% | -4.9% | -4.8% |
| 30D | +3.8% | +2.5% | +1.4% | +3.0% |
| 3M | +16.2% | +1.4% | +14.8% | +15.4% |
| 6M | +11.7% | -3.5% | +15.2% | +12.2% |
| YTD | +44.2% | +52.0% | -7.8% | +27.1% |
| 1Y | +18.6% | +22.1% | -3.5% | +11.0% |
| 3Y | +77.4% | -22.8% | +100.2% | +92.0% |
| All | +222.1% | -4.6% | +226.7% | +221.0% |
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