+50.6%
LYB vs A
+24.4%
+26.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.7% |
| 7D | -6.2% | -2.4% | -3.8% | -6.3% |
| 30D | +6.3% | +3.6% | +2.7% | +6.5% |
| 3M | +4.1% | +27.5% | -23.4% | +5.3% |
| 6M | -15.5% | +58.5% | -73.9% | -14.0% |
| YTD | +50.2% | +31.2% | +19.1% | +63.4% |
| 1Y | +50.6% | +22.2% | +28.4% | +68.6% |
| All | +50.6% | +24.4% | +26.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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