-22.8%
LYB vs ALB
-33.9%
+11.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.8% | -0.2% |
| 7D | +0.3% | -6.9% | +7.2% | +1.7% |
| 30D | +2.5% | -8.4% | +10.9% | +4.3% |
| 3M | +1.4% | -25.9% | +27.3% | +7.5% |
| 6M | -3.5% | -29.7% | +26.2% | +2.9% |
| YTD | +52.0% | -16.5% | +68.5% | +54.8% |
| 1Y | +22.1% | +58.7% | -36.7% | +6.9% |
| 3Y | -22.8% | -34.0% | +11.2% | -30.5% |
| All | -22.8% | -33.9% | +11.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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