+23.2%
LYB vs ALLE
-11.2%
+34.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.7% | -2.8% | +2.0% | -0.9% |
| 30D | +1.5% | -10.2% | +11.7% | +0.8% |
| 3M | -0.3% | +17.4% | -17.7% | -0.3% |
| 6M | +0.1% | +3.3% | -3.3% | +2.7% |
| YTD | +53.4% | -4.2% | +57.7% | +60.0% |
| All | +23.2% | -11.2% | +34.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling