+639.9%
LYB vs BB
-89.5%
+729.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | +1.5% | -16.0% | +17.6% | +3.8% |
| 3M | -0.3% | -14.5% | +14.2% | +0.5% |
| 6M | +0.1% | +118.6% | -118.5% | -13.2% |
| YTD | +53.4% | +98.9% | -45.5% | +34.9% |
| 1Y | +25.6% | +99.5% | -73.8% | +9.6% |
| 3Y | -21.3% | +65.4% | -86.6% | -32.5% |
| 5Y | -2.4% | -27.6% | +25.2% | -8.6% |
| 10Y | +48.8% | -0.4% | +49.2% | +8.9% |
| All | +639.9% | -89.5% | +729.4% | +791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling