-18.4%
LYB vs AS
+104.6%
-123.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -0.7% | -3.9% | +3.1% | -0.4% |
| 30D | +1.5% | -19.0% | +20.6% | +3.1% |
| 3M | -0.3% | -18.8% | +18.5% | +1.0% |
| 6M | +0.1% | -21.0% | +21.0% | +1.0% |
| YTD | +53.4% | -26.6% | +80.1% | +56.1% |
| 1Y | +25.6% | -25.3% | +51.0% | +27.0% |
| All | -18.4% | +104.6% | -123.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling