-22.8%
LYB vs BBY
+42.8%
-65.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +2.5% | +9.4% | -6.9% | -0.4% |
| 3M | +1.4% | +19.3% | -18.0% | -4.5% |
| 6M | -3.5% | +47.9% | -51.4% | -16.4% |
| YTD | +52.0% | +39.6% | +12.4% | +34.2% |
| 1Y | +22.1% | +22.2% | -0.1% | +13.2% |
| 3Y | -22.8% | +45.0% | -67.7% | -34.3% |
| All | -22.8% | +42.8% | -65.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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