+46.3%
LYB vs ALK
-35.7%
+81.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.8% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +2.5% | -13.1% | +15.6% | +6.7% |
| 3M | +1.4% | -11.8% | +13.2% | +3.8% |
| 6M | -3.5% | -0.4% | -3.1% | -9.6% |
| YTD | +52.0% | -18.2% | +70.2% | +51.5% |
| 1Y | +22.1% | -35.5% | +57.6% | +33.1% |
| 3Y | -22.8% | +1.8% | -24.6% | -34.9% |
| 5Y | -3.4% | -26.6% | +23.3% | -9.9% |
| All | +46.3% | -35.7% | +81.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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