+641.4%
LYB vs ACWI
+397.8%
+243.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.2% |
| 7D | +6.1% | +2.4% | +3.7% | +2.8% |
| 30D | +5.3% | -1.7% | +7.0% | +6.8% |
| 3M | +4.3% | -3.9% | +8.2% | +8.4% |
| 6M | -10.8% | +0.8% | -11.6% | -13.9% |
| YTD | +53.8% | +11.0% | +42.7% | +27.9% |
| 1Y | +50.5% | +13.1% | +37.4% | +22.2% |
| 3Y | -16.4% | +73.9% | -90.3% | -61.8% |
| 5Y | -4.8% | +59.0% | -63.9% | -51.7% |
| 10Y | +38.2% | +224.4% | -186.2% | -71.8% |
| All | +641.4% | +397.8% | +243.6% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling