-22.8%
LYB vs A
+31.5%
-54.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.7% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | +2.5% | -0.9% | +3.3% | +2.6% |
| 3M | +1.4% | +13.6% | -12.3% | -3.0% |
| 6M | -3.5% | +27.8% | -31.3% | -12.6% |
| YTD | +52.0% | +8.6% | +43.4% | +47.8% |
| 1Y | +22.1% | +16.9% | +5.2% | +14.0% |
| 3Y | -22.8% | +32.9% | -55.7% | -32.6% |
| All | -22.8% | +31.5% | -54.3% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling