+12.7%
LYB vs ALC
+16.1%
-3.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | -6.3% | +6.6% | +3.2% |
| 30D | +2.5% | -10.3% | +12.7% | +7.5% |
| 3M | +1.4% | -0.7% | +2.1% | +1.1% |
| 6M | -3.5% | -17.8% | +14.4% | +3.8% |
| YTD | +52.0% | -15.8% | +67.8% | +60.8% |
| 1Y | +22.1% | -16.7% | +38.8% | +29.7% |
| 3Y | -22.8% | -19.7% | -3.0% | -18.3% |
| 5Y | -3.4% | -19.8% | +16.4% | -0.9% |
| All | +12.7% | +16.1% | -3.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling