-4.9%
LYB vs AR
+135.2%
-140.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.5% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | +2.5% | +2.5% | -0.1% | +1.8% |
| 3M | +1.4% | +12.3% | -10.9% | -1.6% |
| 6M | -3.5% | -3.1% | -0.4% | -2.7% |
| YTD | +52.0% | +11.5% | +40.5% | +47.7% |
| 1Y | +22.1% | +17.0% | +5.0% | +16.7% |
| 3Y | -22.8% | +47.3% | -70.1% | -32.3% |
| All | -4.9% | +135.2% | -140.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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