+46.3%
LYB vs ALM
+2,589.2%
-2,543.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.9% |
| 7D | +0.3% | -11.8% | +12.1% | +0.3% |
| 30D | +2.5% | +7.8% | -5.3% | +2.4% |
| 3M | +1.4% | -9.3% | +10.6% | +1.4% |
| 6M | -3.5% | -30.5% | +27.0% | -3.3% |
| YTD | +52.0% | +75.8% | -23.8% | +50.7% |
| 1Y | +22.1% | +241.2% | -219.1% | +20.0% |
| 3Y | -22.8% | +1,872.6% | -1,895.4% | -27.0% |
| 5Y | -3.4% | +849.6% | -852.9% | -8.1% |
| All | +46.3% | +2,589.2% | -2,543.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling