-22.0%
LYB vs ALC
-18.5%
-3.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -0.7% | -7.7% | +7.0% | +1.5% |
| 30D | +1.5% | -11.7% | +13.2% | +5.0% |
| 3M | -0.3% | +0.7% | -1.0% | -0.9% |
| 6M | +0.1% | -17.1% | +17.1% | +5.2% |
| YTD | +53.4% | -15.1% | +68.6% | +59.1% |
| 1Y | +25.6% | -14.1% | +39.8% | +29.4% |
| All | -22.0% | -18.5% | -3.5% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling