-22.0%
LYB vs ALLE
+44.3%
-66.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | -2.8% | +2.0% | 0.0% |
| 30D | +1.5% | -10.2% | +11.7% | +4.5% |
| 3M | -0.3% | +17.4% | -17.7% | -6.2% |
| 6M | +0.1% | +3.3% | -3.3% | -1.8% |
| YTD | +53.4% | -4.2% | +57.7% | +55.8% |
| 1Y | +25.6% | -10.5% | +36.2% | +31.7% |
| All | -22.0% | +44.3% | -66.3% | -36.5% |
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