-22.8%
LYB vs BEN
+51.0%
-73.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +1.1% |
| 30D | +2.5% | +0.2% | +2.3% | +2.3% |
| 3M | +1.4% | +6.8% | -5.5% | -1.2% |
| 6M | -3.5% | +38.1% | -41.6% | -14.9% |
| YTD | +52.0% | +44.3% | +7.6% | +31.6% |
| 1Y | +22.1% | +42.6% | -20.5% | +6.0% |
| 3Y | -22.8% | +52.3% | -75.1% | -40.0% |
| All | -22.8% | +51.0% | -73.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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