+639.9%
LYB vs ALB
+244.5%
+395.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.9% |
| 7D | -0.7% | -7.6% | +6.9% | +2.5% |
| 30D | +1.5% | -5.6% | +7.1% | +3.7% |
| 3M | -0.3% | -16.8% | +16.6% | +6.4% |
| 6M | +0.1% | -26.3% | +26.4% | +10.3% |
| YTD | +53.4% | -13.2% | +66.7% | +54.5% |
| 1Y | +25.6% | +68.8% | -43.2% | -8.3% |
| 3Y | -21.3% | -30.7% | +9.4% | -25.1% |
| 5Y | -2.4% | -46.3% | +43.8% | -7.5% |
| 10Y | +48.8% | +81.7% | -32.9% | -44.7% |
| All | +639.9% | +244.5% | +395.3% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling