-31.8%
LVS vs LYB
+47.4%
-79.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.7% | +11.2% | +6.4% |
| 7D | +13.4% | -6.2% | +19.6% | +13.3% |
| 30D | +12.2% | +6.3% | +5.9% | +11.8% |
| 3M | -10.7% | +4.1% | -14.8% | -11.1% |
| 6M | -19.8% | -15.5% | -4.4% | -19.7% |
| YTD | -35.8% | +50.2% | -86.0% | -41.2% |
| 1Y | -31.8% | +50.6% | -82.4% | -37.8% |
| All | -31.8% | +47.4% | -79.2% | -37.8% |
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