+172.1%
LVS vs LYB
+624.6%
-452.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | -3.5% | +0.3% | -3.7% | -3.6% |
| 30D | -6.2% | +2.5% | -8.7% | -7.6% |
| 3M | -14.8% | +1.4% | -16.2% | -16.2% |
| 6M | -20.9% | -3.5% | -17.4% | -22.6% |
| YTD | -33.0% | +52.0% | -85.0% | -48.8% |
| 1Y | -20.0% | +22.1% | -42.1% | -32.3% |
| 3Y | -6.9% | -22.8% | +15.8% | -2.5% |
| 5Y | +9.1% | -3.4% | +12.4% | +0.5% |
| 10Y | -1.1% | +47.4% | -48.5% | -32.6% |
| All | +172.1% | +624.6% | -452.5% | -37.5% |
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