+66.5%
LYB vs AR
-27.8%
+94.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | +9.5% | +12.6% | -3.1% | +6.5% |
| 3M | +1.3% | +10.0% | -8.7% | -1.0% |
| 6M | -1.7% | +0.6% | -2.4% | -1.8% |
| YTD | +54.1% | +13.4% | +40.7% | +49.4% |
| 1Y | +25.7% | +21.7% | +4.0% | +19.3% |
| 3Y | -20.9% | +45.8% | -66.8% | -30.1% |
| 5Y | -1.5% | +144.3% | -145.8% | -26.1% |
| 10Y | +45.0% | +41.8% | +3.2% | +6.4% |
| All | +66.5% | -27.8% | +94.3% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling