-21.8%
LYB vs ACWI
+75.1%
-96.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.0% | -0.6% | +4.6% | +4.3% |
| 3M | +2.4% | +4.3% | -1.8% | -1.1% |
| 6M | -1.4% | +12.7% | -14.1% | -11.9% |
| YTD | +53.9% | +13.9% | +40.0% | +35.8% |
| 1Y | +26.1% | +20.5% | +5.6% | +4.4% |
| All | -21.8% | +75.1% | -96.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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