-2.1%
LYB vs ALLE
+10.0%
-12.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.9% |
| 7D | -3.1% | -2.2% | -0.9% | -2.4% |
| 30D | +4.0% | -8.3% | +12.4% | +7.2% |
| 3M | +2.4% | +16.3% | -13.8% | -4.4% |
| 6M | -1.4% | +1.8% | -3.2% | -3.5% |
| YTD | +53.9% | -3.9% | +57.9% | +54.5% |
| 1Y | +26.1% | -10.0% | +36.1% | +30.3% |
| 3Y | -21.0% | +45.8% | -66.9% | -35.8% |
| All | -2.1% | +10.0% | -12.2% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling