+83.9%
LYB vs ALM
+7,261.5%
-7,177.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.3% |
| 7D | -0.7% | -7.1% | +6.4% | -0.7% |
| 30D | +1.5% | +24.7% | -23.1% | +1.5% |
| 3M | -0.3% | +8.3% | -8.6% | -0.3% |
| 6M | +0.1% | -22.2% | +22.2% | +0.1% |
| YTD | +53.4% | +88.1% | -34.6% | +53.3% |
| 1Y | +25.6% | +272.4% | -246.7% | +25.4% |
| 3Y | -21.3% | +2,004.1% | -2,025.4% | -21.7% |
| 5Y | -2.4% | +915.8% | -918.2% | -2.9% |
| 10Y | +48.8% | +2,776.7% | -2,728.0% | +47.9% |
| All | +83.9% | +7,261.5% | -7,177.6% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling