-22.8%
LYB vs BB
+64.9%
-87.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.5% | -12.5% | +15.0% | +3.3% |
| 3M | +1.4% | -17.4% | +18.8% | +1.9% |
| 6M | -3.5% | +119.1% | -122.6% | -12.2% |
| YTD | +52.0% | +102.4% | -50.4% | +39.3% |
| 1Y | +22.1% | +98.2% | -76.1% | +11.4% |
| 3Y | -22.8% | +46.9% | -69.7% | -31.6% |
| All | -22.8% | +64.9% | -87.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling