-4.9%
LYB vs ALB
-48.5%
+43.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.2% |
| 7D | +0.3% | -6.6% | +6.9% | +1.8% |
| 30D | +2.5% | -8.1% | +10.6% | +4.3% |
| 3M | +1.4% | -25.7% | +27.1% | +8.0% |
| 6M | -3.5% | -29.5% | +26.0% | +3.2% |
| YTD | +52.0% | -16.2% | +68.2% | +54.8% |
| 1Y | +22.1% | +59.2% | -37.2% | +5.4% |
| 3Y | -22.8% | -33.7% | +11.0% | -24.1% |
| All | -4.9% | -48.5% | +43.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling