+3,549.0%
LRCX vs LYB
+48.3%
+3,500.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.1% | +0.3% | -3.3% | -3.1% |
| 30D | -8.6% | +2.5% | -11.0% | -9.8% |
| 3M | -17.7% | +1.4% | -19.1% | -19.2% |
| 6M | +36.4% | -3.5% | +39.8% | +31.3% |
| YTD | +74.5% | +52.0% | +22.6% | +31.5% |
| 1Y | +159.4% | +22.1% | +137.4% | +115.7% |
| 3Y | +361.6% | -22.8% | +384.4% | +375.2% |
| 5Y | +425.2% | -3.4% | +428.6% | +376.5% |
| All | +3,549.0% | +48.3% | +3,500.8% | +2,482.0% |
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 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