+632.8%
LYB vs BBY
+236.7%
+396.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +2.5% | +9.4% | -6.9% | -0.6% |
| 3M | +1.4% | +19.3% | -18.0% | -4.6% |
| 6M | -3.5% | +47.9% | -51.4% | -16.0% |
| YTD | +52.0% | +39.6% | +12.4% | +34.3% |
| 1Y | +22.1% | +22.2% | -0.1% | +12.2% |
| 3Y | -22.8% | +45.0% | -67.7% | -34.3% |
| 5Y | -3.4% | +2.6% | -5.9% | -11.7% |
| 10Y | +47.4% | +250.5% | -203.1% | -2.9% |
| All | +632.8% | +236.7% | +396.2% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling