-16.4%
LYB vs ALLE
+94.0%
-110.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +6.1% | +3.6% | +2.6% | +5.2% |
| 30D | +5.3% | +25.9% | -20.6% | -1.0% |
| 3M | +4.3% | +15.8% | -11.4% | +0.1% |
| 6M | -10.8% | +48.1% | -58.9% | -21.2% |
| YTD | +53.8% | +22.0% | +31.8% | +46.4% |
| 1Y | +50.5% | +18.0% | +32.4% | +45.7% |
| 3Y | -16.4% | +93.1% | -109.5% | -36.7% |
| All | -16.4% | +94.0% | -110.4% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling