+632.8%
LYB vs BAX
+25.6%
+607.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.3% |
| 7D | +0.3% | -7.9% | +8.1% | +3.8% |
| 30D | +2.5% | -11.7% | +14.1% | +7.9% |
| 3M | +1.4% | +16.2% | -14.8% | -7.0% |
| 6M | -3.5% | +32.0% | -35.5% | -18.1% |
| YTD | +52.0% | +24.7% | +27.3% | +30.0% |
| 1Y | +22.1% | -2.6% | +24.7% | +17.4% |
| 3Y | -22.8% | -35.0% | +12.2% | -12.7% |
| 5Y | -3.4% | -67.6% | +64.2% | +57.2% |
| 10Y | +47.4% | -38.4% | +85.8% | +47.9% |
| All | +632.8% | +25.6% | +607.3% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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