+643.2%
LYB vs ALK
+327.0%
+316.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +9.5% | -18.5% | +28.0% | +16.6% |
| 3M | +1.3% | -3.6% | +4.8% | -0.2% |
| 6M | -1.7% | -3.7% | +1.9% | -6.9% |
| YTD | +54.1% | -19.0% | +73.1% | +54.0% |
| 1Y | +25.7% | -36.0% | +61.7% | +36.8% |
| 3Y | -20.9% | +2.3% | -23.3% | -33.2% |
| 5Y | -1.5% | -27.8% | +26.2% | -7.7% |
| 10Y | +45.0% | -39.0% | +84.0% | +27.4% |
| All | +643.2% | +327.0% | +316.2% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling