-1.4%
LOW vs LYB
+47.4%
-48.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.7% | +12.2% | +7.0% |
| 7D | +15.6% | -6.2% | +21.8% | +15.0% |
| 30D | +28.6% | +6.3% | +22.3% | +29.1% |
| 3M | +5.8% | +4.1% | +1.8% | +6.2% |
| 6M | +3.8% | -15.5% | +19.3% | +3.5% |
| YTD | -2.8% | +50.2% | -53.0% | -15.5% |
| 1Y | -1.4% | +50.6% | -52.0% | -14.6% |
| All | -1.4% | +47.4% | -48.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling