-10.8%
LYB vs ACWI
+1.6%
-12.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.7% |
| 7D | +6.1% | +2.4% | +3.7% | +7.9% |
| 30D | +5.3% | -1.7% | +7.0% | +4.3% |
| 3M | +4.3% | -3.9% | +8.2% | +1.9% |
| 6M | -10.8% | +0.8% | -11.6% | -10.5% |
| All | -10.8% | +1.6% | -12.4% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling