+56.7%
LYB vs ALLE
+260.9%
-204.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +8.7% | -6.8% | +15.5% | +13.0% |
| 3M | -3.0% | +21.0% | -24.1% | -15.0% |
| 6M | +4.7% | +1.1% | +3.6% | +1.0% |
| YTD | +51.6% | -0.5% | +52.1% | +47.2% |
| 1Y | +24.4% | -7.3% | +31.6% | +26.0% |
| 3Y | -23.5% | +42.3% | -65.7% | -42.7% |
| 5Y | -6.5% | +13.5% | -20.0% | -21.0% |
| 10Y | +40.5% | +144.0% | -103.6% | -26.3% |
| All | +56.7% | +260.9% | -204.2% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling