+882.1%
LOW vs LYB
+631.6%
+250.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -11.1% | +1.5% | -12.7% | -11.7% |
| 3M | -8.5% | -0.3% | -8.2% | -9.1% |
| 6M | -20.8% | +0.1% | -20.9% | -23.3% |
| YTD | -17.2% | +53.4% | -70.7% | -30.7% |
| 1Y | -24.7% | +25.6% | -50.4% | -33.2% |
| 3Y | -9.7% | -21.3% | +11.5% | -8.2% |
| 5Y | +6.0% | -2.4% | +8.4% | -1.5% |
| 10Y | +230.5% | +48.8% | +181.7% | +144.7% |
| All | +882.1% | +631.6% | +250.6% | +265.9% |
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